He may have asked them by now, but at the time he was pretty busy to ask the three mentioned that question. Also until Eb made a big thing out of it in Peace Talks I doubt that Harry thought it was little more than a vulgarity of the supernatural world, equal maybe to saying, "oh shit.." Maybe a little worse but on that level. So he'd have no reason to ask, he hasn't had time either to get into a conversation with Bob about being a starborn, or any of that. Bob, I think would be of most help, at least Harry can hold a conversation with him. Bonny might know, but she is too young and has little experience with anything, example she thought milk was alive because it moved. Alfred might know, but he might be limited in what information he can give out, or it might be so complicated that Harry might have a hard time understanding him or asking the right questions, as in Alfred is a literal guy, Harry has a hard time with that.