Zhen Liu's plan to get into Rainbowden was… mildly convoluted, but kind of necessary.
While they could've easily just walked into town under their real identities and made it easier on themselves from a logistical standpoint, Zhen Liu knew from Logos and Pathos' information dump that the entire place was a hotbed of old enemies that would probably love nothing more than to find an opportunity to fuck with him and his allies. As such, they needed to be incognito about their entrance into town.
And sometimes, being overt was a type of covert.
Zhen Liu's original plan was to pretend to be merchants or would-be-escapees that would join up with the caravan leaving the [Mines of Malevolence] while making their way back to Rainbowden.
However, that plan was shot down by the others the moment it escaped from Zhen Liu's lips.
"Why? What's wrong with this plan?"