I don't blame them for trying to keep details about their children secret. I'm sure these kids are going to be ridiculous in several ways and a parent would want to figure all that out before showing the world
I can understand that. But the issue is that there isn't really a reason why they have to do so around her specifically. She basically knows everything about Rys already, or is at least under the impression that she isn't exactly as she seems.
For example, somehow Fulio has a giant wolf companion who he works with when doing work as The Wolves of Justice. And that wolf has the same fur color as Fulio's wife's hair. And the two of them talk to each other.
Sure, he wears a disguise, but the Queen of all people would know it was him, since it was her who directly requested him to do this. She isn't an idiot either. Plus, it isn't like she doesn't know that demons can have a human-like form. Hyla is a demon (by the Queen's own words) and they look mostly human.
So honestly, they have no reason to hide it from her. Maybe from the general public, yes. But not her, since their relationship with her is more than just on the level of a formality. Not necessarily a close friend, but definitely not strangers either. Plus, if she were in on their secret, then it would only benefit Fulio's goal of human and demon coexistence.