They always went to the woods, even though there is a road that is closer. Perhaps they don't want to be seen nude or perhaps it's the chastity cage. They shouldn't be, She always had them serve in just their chastity cage.
[ART] [OC] Sophia Tudor, Hexblood Creation Bard, sneaking off to have some fun at a ball even through she and her party should be gathering information, art made by me