They say a person will not visit a temple without any reason.
That's the reason Penelope is curious about why this prince decided to visit their mansion. Prince Lucien said he wants to see her father but the little girl is not buying it. As if she will believe him. He must have a reason for seeing her today.
When Butler Gil saw them earlier, he only gave Prince Lucien a subtle glance before he stared at Penelope with a doting look on his face. He also asked why did she cry earlier. Similar to what she had said to Nanny Lisa, Penelope mentioned she was only playing hide and seek with the prince. She doesn't want these people to worry about her.