It's whispered far and wide that Leo rose from the dead. That they were unrightfully murdered as a hatchling, and that the gods showed mercy and restored them, as well as granting them their spectacular, golden magic. Leorio will absolutely refuse to speak of any of this, neither confirming nor denying a thing.
Oolith, who is extremely touchy about any dark magic/curses in the Lair, is suspicious of them, as they think Leo may have tapped into dark magic, but Roman often manages to keep conflict to a minimum.