Finn Bálor has commented after his ex-girlfriend and current WWE presenter, Cathy Kelley, accused The Judgment Day of stealing.Bálor is a member of The Judgment Day and is tag team partners with JD McDonagh. The two currently hold the WWE World Tag Team Championship. The group also consists of Roxanne Perez, Raquel Rodriguez, and Dominik Mysterio.On Instagram, Kelley reacted to a post by Byron Saxton and asked if The Judgment Day stole his shoes again."did they steal your shoes again," wrote Kelley.In another comment, Bálor mocked Saxton for seemingly having a hole in his socks."There’s a hole in your socks," wrote Bálor.Check out Kelley and Bálor's comments:Kelley and Bálor dated after the former NXT Champion joined the brand, transitioning from New Japan Pro Wrestling to WWE. Following their split, Bálor eventually tied the knot with Vero Rodríguez in 2019.Finn Bálor explained why his Demon persona hasn't returned to WWEFinn Bálor took the WWE by storm with his Demon persona. However, the character hasn't been seen on TV for quite some time.Speaking on the What's The Story? In a podcast, the former WWE Universal Champion explained the reason behind the Demon's absence. He said:"I would like to keep Finn as a heel and The Demon as the babyface and not blur the lines at all. But it's so hard, and I feel like The Demon's kind of something that we haven’t executed very well the last couple years, and I'd rather not-not do it than do it in a way that I'm not happy with so. And look, in six years time, they can throw me out there in Demon paint, and I'll do the entrance." View this post on Instagram Instagram PostBálor and JD McDonagh are in their second reign as the WWE World Tag Team Champions. They recently defeated The New Day to win the titles.