Based on hints the Seer was giving, Lazerus was expecting her to be the contact for Van Bohr, in which case she would indeed be obliged to admit. He could of course not come out and say so directly, in case he would be giving away the group's identity as Acolytes (in a town full of muties and outcasts, yay!).
Although Lazerus genuinely respects the hospitality, the Seer's failure to talk straight is getting on his nerves really fast. So yeah, he's playing stupid to some extent, but either the Seer is as well and Lazerus is under no obligation to blink first, or the she isn't and as such will never be any wiser about it.
Hope that helps.