@Savior_Machine I can try. I think "The lion of Malpas" is actually meant to be "The messenger of Malpas". It's because 사자 can be translated as either of them.
Malpas (previosly translated as Malphas, first mention in chapter 70) is one of the 16 demon lords (sometimes translated as monster lords). Other known demon lords are Jagan (ch. 24), Se'eray (ch. 24), Purson (ch. 42), Botis (ch. 42) and Baal (ch. 71).
So why would MC say he is the messenger of the demon lord? I'm not sure, but here is my guess. Since Isaac worships Malpas, saying something like that can convince the lord of Grasmere that MC is as strong as Isaac and is able to stop him. Otherwise he might not be let to enter the dungeon in order not to anger Isaac even more or something.
Also if Isaac tries to read the mind of the lord and his guards about who the MC is, he will be reassured that they can become allies.