What did Vader need to say?
Nothing. There's nothing going on that the audience needed to have clarified. The story is not even about Vader.
The character most affected, the one seeking answers and denied any, is Maul. Vader not answering the question that Maul asked of him leaves Maul having to piece together entirely on his own who Vader is. He doesn't get a lie, he doesn't get even a piece of the truth. Given "Twin Suns," we know that Maul isn't ever going to learn all there is to know about Vader or Luke. Vader saying anything to Maul could have opened doors that we know must stay closed.
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I suppose the trash talk was too Anakin for him so he removed it from his game. Then, as he got older he said fuck it and brought the trash talking back