Many implications and theories are coming to mind. There's no way it was just a throwaway comment by Kenny.
I am trying to tie it all together. But coming up short.
What pops to mind is that theory that Sukuna is a set of conjoined twins. Thus giving him the 4 arms and multiple faces. Even the real life myth of Sukuna speaks of that.
What if someway somehow Tengen is the other twin? He lost his body because it was consumed by his brother Sukuna and now needs to merge with vessels because of that? While his body is gone and in possession of Sukuna, his mind, spirit, traversed and is the Tengen we now know? That would explain Kenny's teasing imo. Like look at you. Been through all that to now look like your brother after consuming you.
And Sukuna is touted as the fallen because he ate his brother, or betrayed Tengen, in case I am off the mark with the twins theory.
Sukuna doesn't seem like the guy that would lead people, he's like Gojo, best when he's alone imo, but Tengen can be a different story. His preaching probably attracted followers. What makes me think that is the fact that he knew of Angel's CT.
She most likely was a follower of Tengen's, if what I am saying is on the mark, and that's why she's after Sukuna, the fallen now.
Imo they could have been in like a guild, or band or something, and that's how they know each other and stuff. Probably others like Kenny and Uraume as well.
Another possibility is the same as this bar Tengen being the twin. Sukuna could have simply been another follower that then betrayed them, might have even taken Tengen's body and merged with it and thus resulting in his new form.
Among other possibilities are that Sukuna is the result of the previous Culling Game in which both Kenny and Tengen were involved.
Just throwing some ideas out there.