Eimae:
I question that too when I re-watched that ep.
I was thinking of reasons and I am leaning toward reason 1:
1.) SF knew about himself as a bird in heaven and GoW when he saw in the mirror or some early ep but it got cut out. Perhaps they cut it out to show the big reveal to the viewers when XJ remembered SF in heaven after landing into the River of Forgetfulness/Oblivion
2.) inconsistent scriptwriting
3.) they will show or explain how does he know in the later eps (54-49)
Ummm....
And what is their fate mentioned by actor Cheng Yi in your account? (The 9 lives went to redemption. And is the current life destiny?). P.S: For me, redemption is victory, freedom from the cycle of tragedy, and happy ending, and peace for them. I hope so. I fear this fate that he mentions there.