What followed that revelation was Adrian's own set of revelations. The DRA officials were more than pleased to learn about Adrian's stories about Nexaria.
Adrian knew the officials didn't believe most of what he said and didn't blame them. He would have a similar reaction if someone told him a farfetched tale.
However, Adrian wasn't foolish enough to reveal everything he knew—not because he didn't want to but because he had no reason to. He fed the DRA enough information to make them interested in them so that Vesper's treatment could continue.
Adrian was prepared for when they left the dungeon and found themselves in a weird place. So, he made up a story for the girls to narrate in case they were interrogated.
As such, even if anyone interrogated them for information, they would only reveal what they wanted to. And since all of them would say the same thing, the DRA would most likely believe their story.