Aside from his age, one thing many wanted to know was where Klaus came from and which family he was from. There is just no way someone as monstrous as him would not have a powerful background.
Of course, from the video of his battle with Blood Shadow, he claimed he came from no affluent background.
However, from what he had just revealed, he indeed was from a powerful family, but he had no plan to reveal it.
That alone had caused many to start wondering just what kind of person he really was. There was just no way he would make such a bold statement without actually having the means to back it up.
If he were merely bluffing, he wouldn't have made such bold statements from the start. However, he angered Rouni, which suggests he isn't afraid of him
Of course, he has the background to back his claims.
