The problem with the demons is that the ones chasing people down are really just a bunch of thugs that are being told to bring people back to "demon party central" where people would check her out to see if she reads as an outsider. At which point they would probably ask her questions about that and make a lot of implications.

Pru is not super eager to share information with demon folk (despite the thing with Psi) - especially since Carly is bound to a demon who doesn't necessarily share her allegiances. Word probably wouldn't get to Pru about it unless Carly started talking about it really openly, which would also get her ganged up on demons for the same reason.