This is basically what I like best about this story in a nutshell. It's really fun watching Loid and Yor (and secondary characters like Yuri and other spies) trying to go about their business while also keeping their secrets from the other people. It's extra fun that Anya is in on all of it due to her special power. This dynamic reminds me a little bit of Cat's Eye (Hitomi being a member of Cat's, while her boyfriend Toshio, the detective who is always failing to catch Cat's, is completely clueless).