Even though we've only seen one episode of American Horror Story: Cult, it seems pretty clear already that Kai (Evan Peters) has an interest — potentially even an obsession — with Ally (Sarah Paulson). However, the motives for Kai's focus on Ally remain incredibly murky, but this theory might explain everything.
In the premiere, Kai's sister Winter (Billie Lourd) — who is, not so coincidentally, the nanny for Ally and Ivy's (Alison Pill) son Oz — asks the young boy what he knows about his biological father and whether Ally or Ivy gave birth to him. The line of questioning is promptly dropped when Oz doesn't reveal any interesting info, but it doesn't seem like these were random musings of a bored babysitter. Winter's questions feel pointed, seemingly hinting that the identity of Oz's biological parents will play a key role this season. Putting two-and-two together, many fans are now speculating that this is because Kai is actually Oz's biological father.
If true, this would answer why Kai is so interested in Ally (particularly if she was the one who carried Oz). It would also explain why Oz bears such a strong resemblance to a young Peters because, c'mon, it's really undeniable.
Regarding how this could have occurred, there are many ways Oz and Kai's familial connection could be explained. Kai or Oz's biological mother could have put him up for adoption as a baby, or maybe Kai was an anonymous sperm donor. Heck, it's even possible that Ivy is in on Kai's cult and this is some sort of Rosemary's Baby situation!
Whether Oz turns out to be Kai's biological son or not, we do feel like he'll wind up playing a large part in Cult. This season is taking some clear cues from Halloween, including even using the original house from the movies as Ally and Ivy's home. And like the film franchise's iconic murderer Michael Myers, Oz has night terrors and struggles to tell what's real and what's just a dream. Add in Oz's traumatic exposure to murder both in real life and on the dark web (thanks a lot, Winter!), we wouldn't be too shocked if Ally and Ivy's precious son wound up turning to the dark side — which could be exactly what Kai wants.
American Horror Story: Cult airs Tuesdays at 10/9c on FX.