Every social group has its social mores and an author of paranormal romance can have a lot of fun with this.
In paranormal romance, it is important to understand the social mores of the time and place from which your characters and mythical beings come. Simply being aware of the social mores will add volumes to your tale.
For example, nose picking in most western societies is considered highly inappropriate in public, and few people do it (or if they do, they'll do it when they think no one is looking). Yet in other countries such as Thailand and Ghana, nose picking is completely fine to do in public.
Imagine then, you have a mythical being who heralds from some distant land from several centuries past; what social mores with they have?
I personally have a lot of fun imagining!
Of course, you often read that most 'age old vampires' etc in paranormal romance 'evolve' and 'adapt' to the new society in which they find themselves. While I agree with this, that yes, they must adapt to survive - I absolutely love it when a writer throws in a slight age old cultural habit or comment from the creatures time and place of origin. These little details help create the reality and engages the audience by titlating interest, tapping into humour, or giving a glimpse into the reasons behind their behaviour.
Having said all that, do remember (particularly with your hero) that if he is going revert to his original social mores, make sure they are heroic social mores. I'm not sure even I would dare try to pull off a nose picking hero in public...Or worse one breaking wind in the presence of a lady...
Yes, my humour verges on the edge of toilet and down-right wrong - but there you have it, I have no remorse.
And on that note, have a fabulous remainder of the week and remember; an understanding of the cultural and social traditions of your character's past is highly beneficial. The correct use of these facts adds enormously to the story, providing of course, that the writer uses them well.