User blog comment:B214/High School DxD EX/@comment-213.120.234.106-20151104110036/@comment-26535460-20151106025153

Well, as said above, the obvious reason why most of Issei's kids do not have the Hyoudou surname is because he isn't married to them. Even if the father is known, children use their mother's surname in such cases. As suggested by the two above, Asia is either married to Issei (probably in the human world while Rias is married to him in the underworld, thus receiving his last name) or was adopted by his family. Either way would result in her children having the Hyoudou surname. Oh, and the House of Gremory is not royalty but nobility, and the reason is because Issei marries into and adopts the Gremoy family name due to the fact that Rias is the next head of the house (she can't have her name change, the same would've happened for the noble-born Riser Phoenix). Otherwise, she would've adopted her husband's surname (even if she were royalty, the same would occur, at least as long as she was not the heir-apparent for the throne).