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"Captain Malleo" was really Malleo cosplaying as Captain Falcon when he wanted to sneak into the Lalleo School dance, which was costume-themed (Malleo was already much too old to be in Lalleo School, after all, it was built decades after he was born). However, since he is so powerful, Malleo performed a real Falcon Punch to impress the students, which blew up the gym. In the explosion, his costume was disintegrated, so he was exposed as Malleo. Lalleo saw this and now he is enemies with Malleo. He then teleported back to his home dimension, and told his old and obese father Fortran that he was just staying for a visit, when he was really hiding the shame of crashing a high school party.
After two hours, he got bored and resumed his conquering of galaxies in his spare time.