Does Su You not yet realize that if Lu was able to know about the brothel owners past, she might also know about her past?
From how the story went up until this point, it seems like she's a little bit slow to connect these kinds of dots related to "fortune telling" unless given a direct hint pointing in that direction. Specifically, it just seems like she takes whatever she's told at face value and doesn't try to find any deeper meaning or connection to it.
I guess a better way to explain would be to say that she probably thinks about it from the point of view of Weixi having random visions about specific moments in someone's life, rather than "she knows everything that has happened and will happen to me".