She didn't see through the Royal Spymaster. She didn't figure it out. She simply ignored them because they used all the strategy of schoolyard bullies with their earlier "Let's talk to the other person and pretend Vei isn't here while insulting Vei in a tone she can hear". They've already lost all chance to impress her through flashy words. First Impressions of your character for Vei were horrible.

And she's not terrified of most monsters*, otherwise she'd be useless on the adventure. So your strangeness doesn't impress her. Well, it would have, if she wasn't already hellbent on disliking and ignoring you. In case you believe I'm out of character to have her react so strongly to such a small slight, let me draw your attention to her personality. "Motivation: Vengeance"

*Various undead being important exception.