Originally Posted by
Altima of the Gates
Actually, they did give you clues about how Ilya was the lesser grail in as early as Fate(he asks her to "open it up" and she goes ballistic trying to fry him), even had clues in one bad end about the soul transferral in that route.
Besides, the question that should be ringing in your ears is that if Saber destroyed the grail in the last war, why would it come back? Meaning there was always a larger system at work.
Also, in HF, Rin mentioned a map she had to the cavern when she surmised the Shadow might be a malfunction of sorts of the Grail system, but then didn't follow that grain of thought until Ilya spilled the news about the true goal of the system, and that Sakura was under a contract with AM.
A lot of hinting at things under the surface that Kirei, Zouken, and Gil keep under wraps to troll other people.