It looked pretty clear to me that the King had some extra reason to let the guy in, probably some cultural exchange goals judging from the initial dialogue. He regarded the letter as someone mocking him so it wasn't that.
The Queen also seemed to realize something about the King's aim so she appointed her sister to be a guide, maybe to learn about other cultures or to talk about theirs without restraint. Also it's not like they aren't monitoring them since the King knew about lil sis trying to take the guy's mask off.
All in all the kid seems safe, she looks to be serving a purpose and could also be someone that the Queen and King trust will speak truthfully about the stranger, since everyone else seems to have prejudice against outsiders.