She's a youkai disguised as a human living in the human village with two youkai on her doorstep. I think she's displaying an appropriate degree of caution.
I don't think she'd be particularly concerned about being seen with Kogasa... she's well known in the village and considered pretty much harmless by the human children. Unless the adults have been putting up suspicious person posters about Kogasa again... then Sekibanki might have reason to worry.
I've come on an errand for Wakasagihime! Open up!Oh, it's you, Kagerou.Yes, it is. Didn't you check sufficiently?You brought a stranger along...Glance....... For Wakasagihime?I'm Tatara Kogasa. I'm not anyone suspicious!Pmmb
Pmmb