Time elapsed quickly, much to Lillie's chagrin. It's a given that she wasn't looking forward to the dinner with Wei Fang.
But the quicker she settles this impediment, the quicker she puts an end to Wei Fang pestering her about the past and using it as a reason for them to talk.
And as much as she hates to admit it, he was right about her curiosity regarding how he knew of that incident. Eventually, she would've figured it out on her own, she doesn't need him to tell her.
But since the opportunity of being enlightened was served out on the table personally by the man himself, plus the annoying fact that she couldn't avoid him forever, Lillie resolved that this doesn't sound bad.
It's also less hassle, practically speaking.
So what if he knows? So what if other people knows? That little information wouldn't be enough to be used against her; take her down or destroy her spirit.