A child in an adult body at a cabaret/hostess club ain't the worst thing ever. Keep in mind Megumi didn't and doesn't understand the seedier side of adults. I'm actually more impressed she said the right thing without blowing Mary's cover as a hit (wo)man.
Instead Mary is about to blow her own cover, likely in the next chapter.
On a side note, I hope the author finds a way to treat Mary's sister... but IDK, given how hard decent/good people must suffer in his manga stories. But at least in this one, all the ones getting off'd are actual bad people.