This is chapter 6 when Ellen and Annemarie go to bed
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I believe this is a Chapter Seven question. The danger in the girls talking to others is that people who know Henrik.... people in the area might begin to talk. They don't want to have Ellen exposed, and people asking questions about her identity is a threat to everyone's safety.
"Even so. If you see anyone at all—even someone you know, one of Henrik's friends—it is better if you come in the house. It is too difficult—maybe even dangerous—to explain who Ellen is."
Number the Stars