Ahaldri cannot remember his past. It isn't a matter of not wanting to—despite his best efforts, his earliest memory is that of arriving in Empearbury, Gadencia and contracting his services as an Adventurer.
He has elected not to think too hard about this facet of his past. After receiving letters from a noble in Shuria, he became convinced that he was born in the country. Specifically due to the explanation he was given, as well as the weapons he was no doubt proficient in.
As of Solitude Maximus's return from Sparta, Imperium, he is now expected to work together with him as a team. Much to his chagrin.