Klaus was the one behind the man, Grey and Kyle followed from the back.
Grey didn't show any signs of him knowing about the passage that was in the man's office, he just followed him. Some people usually have these sorts of places where they keep their treasures, others use it for other things.
They didn't walk far, in the compound, they were taken to what looked like a grave, and the chubby man made some seals and an opening was revealed. Grey didn't notice this at the start and couldn't help but give the man a deep glance.
One of the reasons he didn't have the thought of immediately killing the man was simple, this was a Sovereign Plane Elementalist, such a powerhouse would definitely possess some amazing items with him, even if they are not all valuable, he should have one that might be of use to Kyle or some of the people Grey had under him.