He will later on, rn its more of a you don't ask so i don't tell kind of thing. Plus jio isn't the type to spill his backstory to ppl he just meet even if they're nice to him. Also he's lazy? Airheaded? So he just doesnt think too deeply about things
Honestly he just remembers going into art room and waking up inside the portrait, and he's never really the type to take initiative to say thinks unless he is asked, I think he might said told about it at some point? Not sure.. but at a certain part in the novel, the guild master did investigate him and manage to learn about his students, hence I assume he did tell them at some point?
The only part in the novel I remember he actually spoke about his life as teacher was to his manager (a future character) , who asked about his life
But why doesn't jio explain how he got in the painting and that he's from before the whole gates thing happened? I don't mind spoilers if y'all have some