He asks about the Lamp! Sort of!

"...alright, go ahead," Issei said slowly.

"...a little bit ago, we detected something come into existence in this area. Or something along those lines. All we knew was that it wasn't there one moment, then present the next. It seemed to fall out of the very sky," Azazel started conversationally, knocking Raynare out with a chop to the head casually, so as not to let her overhear.

Issei frowned, wondering just what Azazel meant, before it clicked... He was talking about the sudden appearance of the genie lamp as it entered this world. Azazel continued, "Furthermore, from what we could tell, it held some sort of power that matched nothing else of this world. And a lot of it. I daresay it could even rival mine..."

"...and... Why are you telling me this?" Issei asked, and Azazel smirked.

"Because you seem to carry some traces of that power on you," Azazel replied, making Issei flinch. "So tell me, do you know anything about it?"

Issei opened his mouth, trying to come up with an answer. He suspected that lying to Azazel was a bad idea, but he also didn't just want to tell him about the fact he had a Sex Genie for obvious reasons. "I... Well..."

Azazel then chuckled and raised a hand. "No need to say anything. I can tell you do in fact know about it, and don't want to tell me. That's fine. We all have our secrets, though I will be looking into the matter with my own means, none harmful to you, or your Peerage, I assure you. Mild espionage is still very much the order of the day, after all, even if the treaty prevents outright hostility," he told Issei. "So with that, I bid you farewell for now." With that, he spread his wings, and took off, carrying Raynare with him.

Issei watched him go, stunned. He had just met the leader of the Fallen Angels, and parted on at least cordial terms... He then went back to his house, and proceeded to freak out. "Shit! How am I going to clean all of this up!? Plus, I still got that training to get to!" He eventually calmed down enough to remember Rias, and texted a wish to her to fix the house, adding so they could still be intimate in there without any loud construction noises if it was repaired normally to add a sexual element. He sighed in relief as it was fixed. Though he would have to explain to Rias why it was necessary... What was he even going to tell the Peerage?