Paul says "men who are Romans" (16:37) after the magistrates have sent to let them go. Had he said it before, and why does he say it now?

The chapter doesn't say. It gives Paul's words only after the magistrates have sent to let them go (16:35-36): "They have beaten us publicly without a trial, men who are Romans, and have cast us into prison! Do they now release us secretly? No, most certainly, but let them come themselves and bring us out!" (16:37). It doesn't say whether Paul spoke of it earlier, or why he said it then. It tells what followed: the magistrates "were afraid when they heard that they were Romans, and they came and begged them" (16:38-39). These notes add no reason, and nothing from outside the Bible about being a Roman.