So what are you expecting her to do?
To Lyrical Trick member, Nana basically an outsider. Right now, she can't even go near them, let alone investigate them.
I'm the one who translate the Vietnamese version of this manga and I seriously recommend you should trans this song's lyrics as well.
Because it serves some very crucial plot in the later part.
For the example: Nana's name true meaning (her name not mean "seven")