For...some reason, the chocobros really need to infiltrate high Niflheim society. In the particular part of Niflheim high society they need to get into, all the wealthy people have slaves who attend them at all time. Whether it's because the particular segment at hand is into BDSM or because Niflheim's a slave owning society in general is up to the author.

The Lucian Crown Prince and his Shield are way too prominent to expect to be undetected, but Ignis always worked behind the scenes and of course Prompto is the most obscure of them all, so it's up to them!