While Nero was many things, and wholly self confident was one of those things, he was not blindly arrogant. His father had knocked some sense into him, and he understood what Edward meant when he asked Nero to stop thinking of himself as the best.
It was not wholly literal. It also meant not to underestimate people, especially if they were being recognised by Kolar for being the best available in their level.
That is why, when Nero declared himself better than all the others, it had not been ego or arrogance that had driven him to it - far from that. It had been strictly a tactical decision.
First of all, Nero did not know the background for any of his new teammates, and chances were that some of them were antagonistic towards him due to a host of different reasons. As such, he wanted to skew their understanding of him to something that he was in control of.
