Perplexed And More Perplexed.

WRATH warned them, "I'm telling you now. Don't think that I am easy to fool or that you can defeat me easily. I will be sure to take down at least 3 of the 5 of you with my current clone. And there's still more of me in this realm to go around."

There's not much difference between demon gods in terms of power. What affects their strength the most is the amount of energy they possess, and WRATH's current clone has the same amount of energy as all five demon gods of the Tyrant Realm, if not more. So its threat must be taken seriously. 

If not for the fact that it will be fighting all of them at once, it would be able to take down four one by one before its energy level runs too low to threaten the last one. 

The demon gods of the Tyrant Realm went ahead and explained the situation. They were not planning to fool WRATH before, so they didn't hide anything anymore.