"Oh, right, that's a good point. But wouldn't the stars on their foreheads give them away to people who know what's going on?" The "people who know what's going on" bit was probably rather important; when Megrez was first awakened, she had no idea what was going on and thus didn't even associate a meaning with the star on Julienne's forehead. The second comment made Megrez ask, "I know there's more to being a senshi than dusting youma, but what more would you say there is? Just wondering."
Then Zia powered up, and Megrez's eyes nearly bugged out of her head. The parallel aura felt very foreign to her, and what Zia (Zirconia now?) said only confused her further. "Mirror guardian? Crossing universes? I think you've got some explaining to do!" She was not, of course, angry; just bewildered.