Though I think it's easy for most people to see that Kiroo and his siblings aren't organic, but hey, they have done a big service helping the people of Japan, so they don't mind and play along with it.
Kiroo is dressed up as a werewolf while Drimo as a miner, Dawol as a succubus (in the vein of Morrigan and Lillith of Darkstalkers fame) and Battler as Hakaider.