Sierra lied about it. She actually didn't know if Duncan liked the Grave Grim or not. However, he listened to him. The last time, the Grave Grim told Duncan to leave her behind and things would get fixed, Duncan listened and left. Whilst memorizing the pieces of information at hand, Sierra keenly concluded one thing; there was more to the whole thing and everything was complicated. Furthermore, there must be a reason why Adele created a club and Duncan approved of it since he was there.