I like how Shin readily "confessed" that he's a "chosen one". The alternative would be to come clean about being a high human, and that would make so much more of a ruckus that the kingdom would likely focus on intrigues to get him on their side, even more than they already do with Schnee. Dial that up to eleven if they also learn he's Schnee's one and only master.
The magic of god-like absolute and absurd power and knowledge combined with a good dose of kindness and plenty of time spent together in the case of Schnee. That'd be the answer to Tsugumi's question. Too bad he didn't feel like telling her even a little. That was a solid pout on her face.