Nero knew full well what the accusations would be. Since his killing of Herbert had been witnessed, it was only a matter of time before the army found out. The fact that he hadn't been immediately arrested was a testament to how much they needed manpower. Of course, by letting him know that the accusation had been made, it was like informing him that he was under supervision. It was either to make him do something like trying to escape, which would solidify his guilt, or to make him behave during his mission.
Either way, they were able to serve some purpose.
"Accusations?" Nero asked, pretending like he didn't know what she was talking about.