The hatred radiating from Vader is something Kylo entirely understands. Even finds it comforting, in a way, because until he met Vader in person, he had no idea what his feelings about the former Emperor had been. He had no true way of knowing whether killing Snoke was something he would have approved of. Now that answer is very clear.

The feelings he senses from Rey are nearly as intense, but hers are all jumbled, wrapped up in a layer of thorough confusion. He returns his focus to her. To the question she'd asked.

"They knew because of who they were." Because Palpatine may have hidden from the galaxy at large, but not from his own offspring. "Palpatine is your grandfather."