Little Cesare was impressed by Lelouch and wanted to impress him as well. He never asked, but assumed that he was some sort of nobility--or from one of those families that might as well be nobility, and therefore he was very keen to come off well. Lelouch was suave and smart and he wanted to seem like he was those things as well. He also really liked hearing about his home and his family, even if Lelouch didn't want to tell him anything that important. That's cool; he understands.