Caius had actually given it a good bit of thought.
There was likely a lot going on behind the scenes. His ascension to nobility can't have gone down smoothly once it was noticed by the others. Vampire Nobles act like an exclusive club. Even if they all secretly want to murder each other.
Still, while there is usually a steady truce between them to keep them from waging all-out war on one another, they very much object to another joining their ranks. Especially one who wasn't 'one of them', i.e wasn't accepted by them beforehand.
To be honest, Caius had known this would be a concern. It's just thar he also knew he was at least safe from them unless he revealed himself to them. Powerful as they were, they didn't have a way of knowing his identity unless Athenodora told.
