When the room was left with just the two of them, Lu Pingping began to ask Yan Fei why someone would come after him and why he wasn't at his own home during that period of time?
Despite facing Lu Pingping, Yan Fei couldn't tell her about how he had previously killed Xiao Kong and Xiao Long, and later, Jūbei Yamamoto and a ninja who had come to China for training. He could only say that the Destroyer team he had built had offended the other party, who must have identified him, prompting their retaliation.
As for why Yan Fei wasn't in the room when the incident occurred, after some consideration, he decided to tell Lu Pingping about his trip to Misty Island. However, he didn't explain why he had gone to Misty Island or how he had managed to return so quickly.
Lu Pingping was very sharp, and she noticed something amiss in Yan Fei's words. Nevertheless, seeing that he didn't offer further details, she didn't press him for more.