I know that she is the daughter of Mr. Grey. It's about the fact that MC (me along with him) found out that Helen was the daughter of his future employer only when he came for a job interview. It's about the fact that MC, and not only him, know Helen from before, so it can be assumed that MC also knows Helen's last name. In the very introduction of the game we know that he has a job interview with Mr. Grey. So if he knows Helena's last name, it didn't occur to him to maybe connect the last names. There are certainly a lot of people with that last name, and it doesn't have to mean anything, but it's enough to intrigue you.