In The Gnome World II

"We're all from the Aurora Continent, I don't believe we've started keeping animosity against each other." The man replied with a smile.

"Here, we're not friends or brothers. The only reason you're here is because your Prince has tried to investigate my background and has been unsuccessful, so he sent you here to probe and see if I'll disclose the backgrounds of myself and my companions." Grey had a deadpan expression as he explained, he saw the look of surprise on the face of the man and shook his head.

How dumb did they think he was? They might've gone to Klaus and the others, and since they were locked in their rooms, they searched for Grey and found out he was in the Library. In truth, Grey expected this, hence the reason he made sure to keep Malachi under his control as well. If the other Princes were to find out Malachi didn't even know the identity of Grey and his friends, it might raise some suspicions, so he went for the safer option.