Friend asked on Slack what the deal with Lowain was, thought I might as well copypasta here for context
so 1) the trio are literal dudebros all the way up to mannerisms and speech
2) lead dudebro (Lowain) has a crush on Katalina (the knight with blue armor)
3) Katalina is super uninterested/oblivious to romance, and she also has another obsessed admirer, Vira, who's super protective to the point she threatens to murder the dudebros
4) dudebros tend to hang out at a cafe and basically make a lot of small talk, reminiscences, imagination runs wild, etc
https://gbf.wiki/L.E.T.S._H.A.N.G.
so basically the first event where this happens Lowain is super dejected that he'll never get Katalina and they start spinning hilarious what-if stories so Lowain can woo Katalina and it eventually leads to a story where Vira turns Katalina into a robot and they have to save/de-robotize her; the way this event is presented makes it very vague as to what's real and what's a bunch of bullshit they're coming up with on the fly, and the event ends with Vira kicking their asses.
then Cygames being Cygames just releases robo Katalina as an actual playable unit because why not
https://gbf.wiki/Lady_Katapillar_and_Vira
and then there's a followup event where their imaginations run even more wild and Elsam and Tomoi fantasize about 1) a giant-ass primal (Yggdrasil, the giant in that reveal video) and 2) the main antagonist of the first arc of Granblue and it becomes even less clear what's real and what's bullshit
so basically their whole gag is 'why is stuff from their bullshit cafe sessions that obviously shouldn't be real appearing in-game?'