Milei appears to have serious mental problems in addition to everything else. When he went to the "Wailing Wall," he broke down and bawled like a baby.

He also has his dogs serve as his personal advisors ...
Milei allegedly stated that he communicates with the dogs through a mystic, and that he seeks counseling from them. He also allegedly commented that the new Conan provides ideas on general strategy, Robert is the one who makes him "see the future and learn from mistakes", Milton is in charge of political analysis, and Murray of the economy. When asked about this by El País journalist Martín Sivak and Nicolás Lucca of Radio Rivadavia, Milei did not deny it, and said: "What I do with my spiritual life and in my house is my business. If Conan advises me on politics, it means that he is the best consultant of humanity." In addition to having dialogues with the likes of Rothbard and Ayn Rand, Milei allegedly cited Conan as a source of inspiration for his writings in 2015.
"new Conan" is a reference to the fact that when the original dog Conan died, Milei had it cloned.