In a span of a minute, the five Supernaturals experienced many shocking things.
First, they were surprised that the owner of the castle deep inside the Supernatural territory is a human that seems to have a good relationship with the Dark Elves. Secondly, they were surprised that humans turns out to be the rising star of humanity. And thirdly, they were exposed to a secret that they never knew existed.
Even seeing Rex's appearance alone makes them uncomfortable, they can't inspect him for long.
It feels like knowing information that they shouldn't know, the fact that Rex who has a human appearance is able to turn animalistic is definitely dangerous for lesser beings like them to know. Something that would hasten the grim reaper's death to their death door.
As these Supernaturals were detached from their own kind, they don't know this fact.