Mary studied the group, well aware that they had already spread the tea about what they thought they perceived. She could have tried to correct them, to set the record straight, but she couldn't be bothered.
Unlike Lex, who was in the middle of faking it till he made it, Mary's pride and arrogance of being a Dao Lord was genuine. Although many of her memories were missing, she also retained many of her memories as well.
While the details of her exact previous identity seemed to be purposefully suppressed or missing, probably by the system, she could draw conclusions on her own. She used to be a Celestial, and she was quite a well known entity among them. Thus, it was fortunate that she no longer looked like her original appearance, or she would have been easily recognized.
