"Why didn't you ask?"
"Why would I ask? Besides, I was running late for class that I didn't bother to approach them." Leon was in fact curious about what were the twins doing with those students. But he didn't have the time to talk to them when he heard that bell rang.
"You've always been late for class. Why were you even worried about being late?" Nathalia sarcastically asked. Every single day, Leon never comes to class on time, and if he does, it was only because he is setting up a prank for his target.
"As you said, I've always been late for class and I prefer it that way, you know? But a certain someone is nagging me about it, and I can't stand that person's voice. So I have no choice but to go to class early."
As to who Leon is talking about, he means Anna's father. Apparently, Arion hired someone to keep his apartment clean and have that someone to cook for his meal, in addition to that, that someone also has to report everything back to Arion.