Perhaps it's a way for the fanfic to show how Harry's internal struggles manifest externally when he's pushed to his limits. It could be a commentary on stress and coping mechanisms.
Some might be in shock. After all, Harry has been such an important figure in the wizarding world for so long. His friends like Hermione and Ron would probably be very worried about him and try to find out where he went. The Ministry of Magic could be in a panic, fearing that without Harry, they'll be vulnerable to new threats.
He is probably very surprised at first. After all, coming from the wizarding world, being knighted by the Muggle Queen is quite unexpected.
At first, he may be in disbelief. But as he starts to understand what he's seeing, he could become solemn. He realizes the weight of the future and the responsibility he may have to shape it in a positive way. He might also feel a bit of fear, especially if he sees the loss of his friends or loved ones. But overall, his Gryffindor courage would likely kick in, and he'd start to think about how to face whatever the future holds.
He could be shocked at first. Imagine finding out that your whole life has been based on half - truths. He might need some time alone to process it all.
She could be heartbroken. Tonks is a passionate character. She may initially be in denial, not wanting to believe that Lupin would leave her. She might try to talk to him, convince him that they can overcome any difficulties together.
In fanfiction, Harry could react in various ways. He might be curious about this new place. He'd start exploring, looking at all the strange buildings and people. But he'd also be cautious because he doesn't know if there are any threats. He might also try to find other wizards or witches, thinking that there could be some kind of hidden magical community in Vegas. As he explores more, he'd gradually get used to the muggle environment while still trying to figure out how to get back to his normal life in the wizarding world.
She might be heartbroken. Ginny could initially be in shock and disbelief. She may retreat into herself, spending a lot of time alone in her room, crying and trying to understand why Harry would refuse.
As time goes on, Harry could start to explore what it means to 'please' Sirius. He might recall their past relationship, the things Sirius likes and dislikes, and try to use that knowledge to his advantage. He may also feel a sense of loyalty towards Sirius that, despite the odd circumstances, makes him more accepting of the situation. For example, he might remember Sirius' love for adventure and try to engage in some magical adventures with him in a way that 'pleases' him.
He might be very sad at first. Harry has always valued his friends, so being forgotten by them would be a huge blow.
On the other hand, he could feel ashamed. If he realizes that he has truly made a mistake, seeing his father so angry and disappointed could make him feel bad about himself. He might lower his head and not say anything, with a look of guilt on his face.