Although they were somewhat eager to reach the Pixoy family mansion, they didn't take a carriage nor did they move at great speed. In fact, they walked as if they were on a leisurely stroll while talking.
Aki and Oliver wanted to interrogate Vaelyra since they knew nothing about her, except that she belonged to the dragon race and was accompanied by a powerful demigoddess. Aki, as an agent trained in gathering information, and even though she no longer does that, habits are hard to retain, so she felt the need to know more.
Oliver's reasoning is much simpler. He is the guardian of Andrew and his family, so he must know anyone who could potentially be an enemy. Although Vaelyra doesn't seem like one, they don't know her well enough to make that conclusion, so it is better to be cautious.