They both knew what Hera would think of Zeus walking around with a pair of nymphs on his arms. Or even one. Not that Zeus particularly cared; he tended to do as he wished. But he had gained that look that suggested he might be intrigued to try to find his wife in a sea of costumes. But Hermes would never outright suggest what his father should do. Well, not most of the time.
"On second thought, I think I'll pass on the nymph," he mused to himself aloud, thinking himself clever for pointing out the obvious without actually saying it to the King. "Why be bogged down on such an occasion?" He scanned the crowd, noting the many alluring costumes. "Entertaining a nymph while on the prowl really doesn't make much sense, does it? And I like to keep my options open."