Jay didn't know what to tell right now.
In reality he came to know about his name through the system which displayed his stats but he couldn't possibly tell him about this.
Further lore it seemed as if some memory or trauma was associated with his name otherwise he wouldn't react in such a way.
So even if he were to say that, the golden knight might think that it is just a petty excuse and nothing else and without thinking anymore, he would attack Jay.
That was not something which he wanted to happen. All he wanted was to make another ally and someone like the golden knight would be so powerful that Jay could feel reassured.
But at the same time he was feeling tensed after looking at the sudden change of mood of the golden knight.
He understood one thing that the golden knight that was standing in front of him was actually a double edged sword.
He could anytime become Jay's foe which would be really bad as Jay was too weak right now.