She didn't ask because she expected them to find out at some point--as you saw with the thing in the hall, other inhuman creatures also report to them. Given how Grayson reacted to his dad there's a nonzero chance that he would not tell him about it. It's also likely that she at least knew about Grayson's presence, even if she doesn't know who his father is. It may not have been your fault at all.

Also the freeze response has now saved your life at least once, so you can stop feeling ashamed for having it.