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They didn't know about the Stratos family, either. You're expecting far too much, if you expect everyone to know everything. They don't know things until they research things. There were things they didn't know about the book of darkness, either, despite the information they had in the library. Not until Yuuno specifically looked for it.
Keep in mind, you're asking our heroes to basically spy and dig up information on everybody. Sometimes, people keep a low profile, and there is no reason to investigate them. Maybe, just maybe, the church tries to be good by not spying/investigating people, keeping track of their ancestry. Yuuno is one guy, and he's kept busy researching things for various Bureau cases.
We, as the audience, are privy to things the characters aren't. And sometimes we have to step back and place ourselves in the characters shoes, and knowing what we do about them being good guys, we have to realize they don't tend to do shady things.
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