Maybe they know that she has Pelia there to comfort her?
La’an couldn’t tell Pelia the details around Khan or the Romulan incursions, but if Pelia recognizes her and asks after the handsome young companion she has with her in the 21st century, she could at least offer comfort for his nonexistence in this presence. I doubt Pelia could see La’an with this universe’s Kirk and not put her memories together.