Then there's that certain madness attached to Manchester United which has woven itself into his daily life. With two years left at Old Trafford he feels he's just mastered that. Slow was the lesson . . .
"I don't go anywhere unusual now. I don't go out much. I don't meet with people I don't know. I don't allow myself to be taken by surprise. I don't do anything I have any doubts about."
Another grin.
"So, you're very fortunate!"
Of course life tackles from behind. It's not 18 months since a rising sun found Roy Keane sitting in a cell in Bootle Police Station. On Sunday he'd lifted the league trophy as captain of Manchester United. On Monday night, happy and bulletproof, he'd been lifted himself.
His path intersected with the paths of Leanne Carey and Maxine Rourke and a male friend of theirs in Henry's cafe bar in Manchester. Words were exchanged. Keane exited later than he should have. By 10 o'clock, he was in Quo Vadis in King Street, but so was the Sun newspaper, so was the Old Bill.
Describe that morning.
"Well, I was tired. I hadn't slept. I was just going over and over it. How could I let this happen. Then they said Alex Ferguson was on his way."
How did the police treat you?
"Fine. They were fine."
Any autograph requests?
"No. They must have been City fans. They were still fine, though. Most people saw it for what it was, but I'm lucky I get on with Alex Ferguson. I'm not silly enough to think that he won't get fed up if it happens again. The same with Diadora, my boot people. They were great, but if they pick up the paper and see that again, some executive is going to think: no smoke without fire. It was a set-up, but Theresa, the kids, and all these other people deserve more. It was a blip. Nothing came of it."
What did you learn?
"Well. I've been naive maybe. I'm 29 now with three kids and I don't want them to wake up again and hear that I'm in a prison cell. I don't want it to be morning in a prison cell and Alex Ferguson to be walking in. I wasn't expecting to see his face that time to be honest. That's what they call learning the hard way. "The whole thing hurt me. It was the final nail. What are you doing, Roy? It was daft. They had an agenda, but I never saw it coming. People say ignore it, but it hurts."
More recently, the latest serious assault on his character was an allegation of drink dependency which arose after he visited a friend with that problem. He won't discuss the subject for fear of lending the story legs. Anyway, he's suing.
"There will be action taken on that and I hope it will come to a head quite soon." He's cool about it all, though. It's not a moan or a rant when he talks about these things. He thinks a lot about fate, about things happening for a reason.
He did his cruciate ligament one September day, stretching to trip Alfie Inge Haaland at Elland Road. The next year was wiped off his career. The world kept turning, though.
Mentally he switched himself off from the team and realised that Old Trafford functioned just fine anyway. They still made jokes in the dressing-room. They still trained and played. They still celebrated goals. Nobody painted the swans black. Nothing stops when you are gone.
"So, I put on my selfish head and I thought about Roy Keane."
KEANE IN TWO HEADS REVELATION - Star's Grotesque Secret!!
He remembers being out with the family one day for a pub lunch and the woman behind the counter slapped the plates up and said "your lot won two-nothing".
"I just looked at her and she might as well have been talking about Rockmount or Cobh Ramblers because for a minute I didn't know what she was talking about." Finally, he came back and the loneliness of isolation and recovery wore off. He asked that the lads not tippy-toe around him in training and, out of regard for all the on-pitch bollockings he has administered down the years, they obliged.
"Believe me they didn't go gentle. I suppose that was how I wanted it. I knew when I got to Leeds or Liverpool they weren't going to hold a meeting and say, `go easy on Keane, he's just back from his cruciate'." He kept his selfish head handy. He admires Alex Ferguson, for instance, but he's not going to risk deep-vein thrombosis from sitting on his bench for long periods.
"Manchester United will go on. In the end, you have to look after yourself. We have the squad rotation thing at United and I always say that it's good, we need that, but if you're not in the team, well, fuck the squad rotation. You want the best contract you can get, you want to play the most you can. You have to think of these things."
So when it came contract time and Michael Kennedy set about negotiating to make Roy the highest-paid player in Britain, the experience of the year out injured shielded him emotionally. Italy beckoned, but he preferred the option of maintaining excellence with United if they rewarded him accordingly. It was a point he had to make. He was willing to walk.
At that level of income, surely the point is lost anyway, you say. What's the practical difference between, say, £44,000-a-week and £52,000-a-week?
"£8,000?" he says swiftly. "Nah. The challenge was to maintain (the standard). To win things. I missed out on the European Cup, I was there, but I wasn't part of it, it was a bit false for me. but if I'd played I'd be just as hungry. Every year I want to win the league and the European Cup. I want to tot them all up when I finish. As well, I felt maybe I owed something to the club. I've let them down once or twice."
So here it is. The view from the summit. He's thinking about the descent already. In two years' time, after 10 years at Old Trafford, he'll be crowding 32, Alex Ferguson will be gone, and he suspects United won't be offering an equivalent contract. He has said before he'd like to go to Celtic and he reiterates that now.
By then, though, he hopes to be immersed in a World Cup finals. That's the other running soap opera of his life, his dastardly plans to assassinate Mick McCarthy. Road Runner and Wile E Coyote.
"Mick McCarthy and me? That'll run and run. People will never be happy until we go away on holidays together. Look. It's fine with Mick and it's always been fine. I don't go on holidays with Alex Ferguson either, that doesn't mean I don't like the bloke. It'll stay with me and Mick because they can use it to put him under pressure and to make me look as if I think I'm something special because I'm with United."
He appreciates where McCarthy was coming from in terms of pressure when Ireland drew in Amsterdam earlier this year, but he reiterates his view that it's time to start thinking more positively.
"It's not a criticism, but I'm not into all the hugging on the pitch if we get a draw. We should be expecting more from ourselves. This stuff about the good old Irish, they'll have a sing-song anyway. Sod that. We should be qualifying for World Cups. Let's win games. Two-nil up with 15 minutes left, let's go and win it. We should be kicking each other, kicking ourselves when we throw away points like that.
"Let's think higher. Mick has us playing good football now. The lads could tell by my body language that night that I wasn't pleased. I didn't have to say it. Sometimes silence is golden. I'm good at that sometimes."
That's all. More lines from the top of the world. Like the prawn sandwiches stuff, it had to be said, but it was a small thing blown out of proportion. The usual turbulence.
He doesn't care too much. He's on good terms with himself these days. A crazy night out is bringing his girls to Britney Spears. His biggest worry is whether The Grinch will be too scary for them to see in the cinema.
A man in his prime. He loves this time. He's busy and full of perspective and, well, mischief too. It's Manchester derby week and his old nemesis, Alfie Inge Haaland, is winding him up in the papers, little digs about the £52,000 and the prawn sandwiches! So, on Saturday morning at Maine Road, Roy shakes hands with the Man City mascot instead of Alfie. Then he plays Alfie off the field.
Tuesday arrives and so do Panathinaikos. The prawn sandwich question is still nibbling at journalistic minds. Afterwards Roy Keane peeps out of the dressing-room and sees a hundred prawn sandwich questions waiting to be coyly launched in the mixed zone.
He turns left instead. Towards the players' car park and the sanctuary of his grey Mercedes. Don't get him wrong, but, well, life is too short.