milly is the only one who likes being spied on

Maybe because Lelouch dropped in accidentally?

Then again, Milly was the only one who was covered. The others, apparently, were not and had to quickly cover themselves when the intruder dropped in...

... Or maybe because she knew they were being spied 8D

I'm gonna go with her enjoying that people spy on her. I like pictures where multiple girls react differently to being seen. :P