Cause openly admitting who you're working for is what any smart criminal would do. Nothing says, "please, really powerful sir, beat our asses into the mud from which we sprung from," quite like that. The Silver-winged troops leader showing how especially petty and butt-hurt they are here.
You'd almost expect this to be a Chinese martial arts story, with how little villains disregard how strong the protagonist is and how little minor characters are willing to do to voice opinions outside of their own thoughts- or yelling them while fighting happens.