When Agent Simonsen expressed his disbelief at the fact that they were people he killed in an alternate timeline and theorised that they were instead Shades trying to trick him, Luka opened his mouth to insist that they were in fact people. But he paused before he could start. After a moment of consideration, Luka figured it'd be a better idea to let the guy think that was the case. If their enemies thought they were Shades, they wouldn't think to start snooping around for possible civilian identities.
"Well drat." Luka cussed in light exasperation. "Looks like you're too smart for us, man who works on behalf of fields. You are correct. We are indeed Shades and we were indeed trying to trick you. We've taken issue with you and yours trying to destroy us whenever we try to come and vacation in your world, so now we intend to bedevil your organization at every possible turn. Meaning we aren't about to let you hurt Mister MegaTen here." With a snap of his fingers, Luka turned the broken window into a doorway with a wide variety of ostentatious exit signs pointing towards it. "If what you are looking around for is a way out though, we'll be more than happy to help you in that regard."