Penny never imagined that she would be caught 'red handed' like this by Emilia. Just what kind of impression would her princess now have of their club, and even Penny herself?
Although she could mention that they were fighting for Emilia, and that these heathens had been caught besmirching her, Penny didn't want to mention such a thing in front of her princess.
Sure, it would probably make her more sympathetic towards them, but wasn't the whole point of their club to protect and cherish her? How could they let her know she was being insulted like this, just to save their own hide?
Seeing her remain silent, Emilia instructed Dixie to lock the door shut while she questioned some of the other students.
Despite Penny's reluctance to mention the matter herself, Emilia had already gotten the gist of it within a few minutes. After all, it was impossible to actually keep it a secret when so many of them knew about it.