While the main action in “The Return of Doctor Mysterio” revolved around The Doctor’s adventure with Grant Gordon, a.k.a.
The Ghost, and their fight against sentient, body-snatching alien brains, the Twelfth Doctor was also using that time to still come to terms with River’s death.
Well, it turns out it’s been a long time since The Doctor has been getting into shenanigans in the TARDIS in this universe, too, as it hasn’t been that long since parted ways with River.
Unfortunately for him, her death (or coming death, depending on how you look at it) is still weighing heavily on his mind.