The two people wondered whether they were caught because they had damaged the Pavilion of Magic yesterday. Although they did more bad things as gangsters and they also had many enemies, it happened that they had just damaged the Pavilion of Magic yesterday and were caught this morning. Therefore, they believed it must have something to do with the Pavilion of Magic.
However, they thought that they had disguised themselves so well yesterday so they shouldn't have been exposed right away. Therefore they weren't really sure it was because of the Pavilion of Magic.
Nevertheless, they were unwilling to admit their crimes, so they didn't ask about it. They did ask why Gao Yi and Qiao Ya caught them, but Gao Yi and Qiao Ya refused to tell them the reason and only told them to wait.
In a while, there would be someone to interrogate them, so they wondered whether to tell the truth later.