Talking directly to each other definitely didn't avoid the attention of whatever was giving Max the feeling of being watched. As they mentioned the correlation to the Arisen Army, he began to feel the sensation again, and Nico's thoughts said that she was feeling it too.
Being watched by a being from another plane of existence, or whatever they chose to call the layer of subspace that they lived in, was not likely to be a good thing for any of them, but they were nearly finished with their Mecha designs, so once they got the two new Super Heavy Mecha with their increased defensive capabilities and firepower up and running, they could send the designs off to Uncle Lu.