What Magic? They are demons(well partially since their mother was a normal human). Supernatural beings. They are bound to be able to utilize abilities that normal humans wouldn't be able to do.
And anyway, Devil May Cry (the first one) clearly says that Dante is the son of the Legendary Dark Knight Sparda. Berial sees Dante and says "The infamous son of Sparda..etc"
Perhaps your father's confusion erupts from Mundus' words?
"Again I must face a Sparda, strange fate don't you think?".
But that clearly (clearly for me perhaps) was said because the legend is Sparda. They speak about Sparda's lineage/Sparda's power/Sparda's deed/Sparda's bloodline/the Son of Sparda/etc.
But in the end, Mundus acknowledged Dante's powers and abilities and called him by his name