Luke falls in alongside Maul and he knows he ought to answer, but the whole thing is a tangled mess. Even in his home'verse, there are plenty of things he and Leia have chosen to keep hidden - it's not common knowledge that they're siblings. Especially if it got out that Vader was their father, it wouldn't be politically savvy or safe.

"He fought a Sith Lord. He - " How to put it? How to protect his identity and others? "He lowered his saber and passed into the Force."

"Has the Empire risen in your time?"