it's obvious if you understand decision theory
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Pilar watches Ri-Dul the Necromancer - not that she believes this is his real name, this does not feel like the vibe of a man who uses his real name often - walk away down streets of fire.  Trailing Keltham, who seemed normal, in the way of somebody who is carefully constructing a seeming about himself and chose normality that day and that's horrible he used to be so open.

Then she turns to Ione.  "So what are we doing here, exactly?"

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"The same thing everybody does in the City of Brass, Pilar."

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"SHOPPING."

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'SHOPPING,' apparently, as distinct from normal shopping as practiced by normal sane people, starts with Pilar donning her disguise cloak, and prestidigitating her hair back to its natural color underneath that.

Because, apparently, Cheliax and Hell are going to be analyzing this event later; and Pilar visibly being part of it would unacceptably mislead Aspexia Rugatonn about the degree to which this whole event serves Cheliax's interests.  They should not hinder Keltham, on this shopping trip, but they absolutely should not help him, if they're to avoid hindering Asmodeus's interests.

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"...where obviously I hate Asmodeus and want Him to die as painfully as is possible for a god.  But things are decision-theoretically complicated and we're in something like a cooperation-defection dilemma.  I don't need to grab after every possible short-term advantage of 'my side' against Asmodeus, because that's not what grownups do, hint hint.  It's just like how Keltham is bringing us here, and letting us go shopping here at all, because he correctly trusts that we'll only serve our interests in ways that don't hinder his interests."

"To put it another way, I know Nethys wouldn't allow us to be here, if it was going to mislead Cheliax and injure Asmodeus because I hadn't warned you to disguise yourself.  Not that I'd need Nethys to enforce it, in my case.  I just - wouldn't upset a multiagent cooperative arrangement where somebody trusted me, even if I could benefit from doing that.  But even if I wasn't that type of person, I'd know that Nethys was good at predicting me, and that choosing to upset the arrangement is like choosing not to be here in the first place."

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"That sounds like Keltham is doing something here that goes against Asmodeus's interests."

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"He sure is."

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"And I should not stop what he's doing, because..."

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"Snack Service wouldn't have arranged with Keltham to bring you here, as does separately benefit Asmodeus relative to the default course of Keltham coming here and you never hearing about it at all, if that action hadn't been beneficial to Cayden Cailean and Asmodeus.  You shutting down Keltham would benefit Asmodeus but injure Cayden Cailean."

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"And if I were to note that I don't remember agreeing to this compact?  Snack Service seizes my body?"

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"Nope, Nethys correctly predicts how that plays out and Snack Service doesn't bring you here in the first place."

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"I'm already here."

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"Were you not paying attention to literally anything Keltham told you in decision theory class?"

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"I was.  I'm just complaining."

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"Oh, grow up.  Did your remaining superiors in Cheliax stop hurting you for minor acts of pathetic whining and now you've forgotten how that works?"

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"Possibly."

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"This is perfectly straightforward by the new standards of our awful existences.  The decorrelated physical event of you shutting down Keltham would help Asmodeus and injure Cayden Cailean; so if that outcome was the high-probability consequence of bringing you here, Snack Service wouldn't do it; so your choice to shut down Keltham would injure Asmodeus via you not being here at all.  Sure, even Nethys can't predict events like that perfectly, but it's also your interest to be more predictable about things like this, not try to randomize; because then Snack Service can use you for more Asmodeus-beneficial interventions -"

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"I get it, Ione, I'm not stupid.  I just don't like it.  And you are not my superior and don't have the power to order me to stop whining."

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"Grow up, Pilar.  Grow up very quickly, so you can be used for tasks that actually matter."

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The actual 'SHOPPING' trip starts with Ione making a beeline for an enormous brass edifice with literal actual mithril fittings about it, some sort of absurdly high-class interdimensional brothel, with a symbol that Ione points out as meaning 'Wishes granted here' - if you have a Wish diamond and the rest of some exorbitant price, presumably?

And then Ione pays over twenty platinum pieces just to be allowed to speak to the proprietor, and 200pp more for the enormous fiery proprietor to swear to absurd secrecy conditions, after which Ione goes off to negotiate in privacy with the proprietor...

...leaving Pilar alone in the waiting chamber of a high-class interdimensional brothel, with various things (mostly female insofar as they have an identifiable gender at all) trying to flirt with her and entice her into a dalliance that costs as much as a +2 headband of vast intelligence would've cost a year earlier.

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"Did you do that on purpose?" Pilar says to Ione, when she eventually emerges from her mysterious dealings.

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"I sincerely don't know what you're talking about."

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Right then.  Pilar will follow Ione out of the brothel.

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"Okay, see, but now I want to know what you're talking about."

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