Considering that he is a constant source of disapproval by his father, right down to dying his hair, I don't see why this is a particular issue about him. Dating a human chick, dying his hair, reveling in human culture, operating a pirate radio station... it all kind of goes together, neh?
Plus, remember, that the dad is heavily involved in vice, gambling, prize-fighting, etc. And is apparently a frequent customer at the local bordello . . . so it's not like they're easily scandalized.