"Don't worry," Cole simply responds, giving Rita a nod. "Sneaking, stealthy, remaining unseen. I'm good at that."

The Price doesn't need to see him. He should just be able to pick up on the Prince's thoughts, worries, fears, just by being near him (should be. Cole doesn't know anything about the fae, just that Rita's scared of them.)

And, to prove that he's good at remaining unseen, Cole just straight up vanishes. It's not vanishing in front of Rita's eyes, if she looks away or closes his eyes for just a moment, he's not there anymore.