Martha did not expect Klaus and the others to come, after hearing the reason they came, she was happy her son was able to make such great friends. The fact that they came to the Dawson Manor in search of Grey showed they cared about him. She did not hide his whereabouts from them, informing them of his training in the small world deep in the Magical Beast's Forest.
"He was invited by Dragons?" Klaus could not believe his ears. They knew of the existence of Dragons and have even seen them a few times. There was even a Dragon in the Dawson Manor at the moment, the one Grey left with Cory. Seeing a Dragon and being invited by one is completely different, especially after hearing that the Dragon that allowed Grey into the small world is actually a top expert at the Half God Plane.
