Its an embarassing situation that you once had a relative as your gf stayed with her for 2 weeks and now that you are coming back you will spend time with a relative of your ex..
It's not embarassing for me. For her it may be, but that's not my problem.

Hi Arthur Little. Yes I also thought afterwards I should have tried to get to the root of it, I just guessed at the time she was ashamed of them finding out because she was two-timing me.

Sod her and the family, it's between you and your new girl.
My thoughts exactly!