Totally unncessary lies and haphazard explanations. Adopted children have been a thing since before the civilization, so there's nothing to explain there. If Weiss and Zieg happened to come to such an event together, it's obvious there's something going on between them, but they don't particularly need to elaborate or anything. Just leave it to everyone's imagination. All those people are already busy with their imagination anyway. Even those two know themselves that if there wasn't anything going on between them, Zieg wouldn't be there and Lily wouldn't call her mama.
I dislike it when supposedly extremely hard-boiled people like Weiss talk too much and instead of trying to cut it short, even push a less experienced person to try to ad lib something intelligent on top of it. He should know much better.