User blog comment:Hyperborean/"The House of Hades" – official expectations blog/@comment-9703010-20130912164917/@comment-3146930-20130912200518

It is part of his humor and part of his fatal flaw. Percy is the kind of guy that would take a bullet for anyone really, so he plays up the fact that he is unstoppable so people don't worry about him. This way his friends will stay out of danger as he takes all the punches to protect them. Basically, we wants monsters or enemies to attack him to keep his friends out of danger and the best way to do that is to appear as the most powerful one so more enemies will focus on him.