Theo nodded, but still gave her arm a squeeze before removing her cloak. 'Remember not to mention what happened or where you're staying.' he whispered to her, almost in passing, and definitely so that no one could see. It wasn't that he didn't know that she knew the need for discretion, but he needed to make sure.
Until they knew who had cursed Montague, or who had ordered it, it was better for all involved if no one knew anything. As far as they needed to know, the reason Montague wasn't here was that he'd been called away to Italy on a matter of family business. Anyone who knew differently would obviously not dispute the fact and if they did they deserved everything he would dish out to them. Because there was no doubt that whomever had done this, would have to answer to him if possible.
Of course if it was on Rodolphus' order, it was a bit more complicated than that. He still hoped that neither Rodolphus or Bellatrix would ever allow such a mistake to be made. And so far no Death Eaters had been rumoured to suddenly disappear.