User blog comment:B214/Question and Answers/@comment-213.106.131.123-20131116233723/@comment-1359322-20131117054254

Because Grayfia was drunk. When Grayfia becomes drunk her personality changes from her usual strict and serious personality to that of a troublemaker. She was probably teasing Issei back then and when Rias and the others arrives, she changed her teasing target to them.