If his (step)father's family roots are in Pennsylvania, I'm guessing Frey is of German descent--such a strong Germanic culture in that region. As for his biological father--if he was never a real presence in his life, it might mean he doesn't know and/or acknowledge the ancestry from that side of his lineage. From all the interviews I've read, the impression is that he sees Ed to be be his "Dad," no qualifiers added to the word...
Must be Scottish in that man somewhere though--it was either on this board or the tour thread that someone shared a story that when the Eagles played Glasgow, his people called ahead and wanted the historical society to poke around for him. Unless he was doing it for Cindy's side of the family...?
ETA:
Here's the original post. . So Frey must be a familiar surname in Scotland--must be all those pesky Germanic invading forces over the early years that brought it there.
Wonder if the pronunciation difference comes from the Pennsylvania-Duetsch (German) influence.