"Please," he hisses, and wraps one arm around her to try and tug her back against himself. "Listen to me! I'm not going to arrest you but if you draw too much attention I might have to explain why."

If Nancy causes a scene people will look, and if people look they might gossip about this, and if it gets back to someone like Sylvia then Lancelot will have a very hard time talking himself out of trouble.