If the issue hasn't been addressed during the Hudlin run, and it's during that time that the change occurred, then perhaps those AREN'T the Dora Milaje. It's possible that the Dora Milaje are strictly a 'before marriage' sort of thing, and after the king has married it's accepted that they are no longer 'potential wives', and, now that the king has made his choice, are no longer necessary to keep the peace (especially in this case, since Storm is a member of neither faction, and therefore the stalemate has effectively been broken). My guess is that the ladies with the tufty heads are simply an official bodyguard of some sort.