User blog comment:B214/High School DxD EX/@comment-50.139.232.230-20160508232608/@comment-14.201.211.143-20160511003337

Confirmed none were out of wedlock it's just for unknown reasons they didn't take the Hyoudou name the mothers and the kids took the mothers name. For some of them I have a reason or two.

Rias-head of a household so needs to keep the name

Koneko/Kuroka-no yokais have had a lasted name so a symbol of the race (Konekos last name Toujou was given by Rias so does not count)

Rossweisse-same as Koneko and Kuroka

Elmenhilda-as a vampire hold an amout of pride that wouldn't let her take a non-vampiric name