"Yeah?" Leo shrugs. He doesn't get the clarification; why can't yokai be anywhere they want to be?

But more to the point... "Well, our dad - the guy whose human DNA Draxum used - he wasn't really cool with the idea of a bunch of cute baby turtles being raised as child soldiers. So he grabbed us and ran. He got mutated into a rat man in the process, so he took us into the sewers and raised us in hiding."

This is all totally sensible, don't worry about it.