User blog comment:B214/Question and Answers/@comment-82.178.40.107-20140127122853/@comment-16281343-20140127233109

That happened on Volume 2 and Issei at that time, doesn't care on what the nobles think of him. He just wants to save Rias.

But as earyl as Volume 5, he has undergone training under Venelana so that he would not tarnish the Gremory name when he and Rias go to social gatherings in the future.