I think that more often than not, Maniac does not think twice about not having a home. He doesn't outright say this, but his actions and attitude indicate that Maniac is capable of making any place his home. Not only some place to live, but an actual home. For example, Maniac makes the zoo his home for awhile, then his home is with Grayson, and then his home is with the Beales. Maniac always seems to make the best of any given situation, and the lack of a physical home doesn't seem to bother him.
Maniac is looking for a "home" in a different way. Maniac isn't bothered by not having a physical home. Maniac is bothered by not having a loving family in any "home." That's why Grayson's death hits Maniac so hard. Maniac finally thought he had found a home/family. And that's why the ending is so great. His adopted family, the Beales, asks him to come "home." He has found both his family home and his location home.