It's seemingly the lover of the marquess, hence potentially a noble for any person not knowing who the girl is. Looking at a naked noble lady could bring more problems, especially if there truly is nothing to be found in the end.
That's the only reason I can up with right now for them not doing their job. But sounds kinda weak, but it also was just a suspicion and no clear proof for their suspicion offered. So depending on who gave the intel and why they went there it may not be too unreasonable. If it was a more unreliable source that gave the info, they may felt more reluctant to risk trouble with a potential noble or even being the cause of some affair (in romance sense) seeing the light of day. Who knows who knows. ╮( ̄▽ ̄)╭
more than reading the whole slowass, super generic storyline I wanna find out why she thought being naked would discourage the knights from looking under the blanket (though it apparently worked anyway)