The way this scene is cut is hilarious, because it makes it look like Dianna changes into her queen outfit in just a few seconds. And when confronted about appearing out of nowhere, she simply remarks that avoiding the guards is a game with which to amuse herself.
This is one of my favorite quotes in anime, and there's a lot to unpack here if one views Corin's words as Tomino's own inner monologue. He wanted Turn A Gundam to be a new and accessible hit, and despite its poor TV ratings he did his best not to succumb to the criticism.
Turn A Gundam #25 - “The Willghem Lifts Off”
Loran searches for an inexplicably missing Dianna, Gavane delivers Sochie a wedding dress, and the Militia's unearthed spaceship finally has its maiden flight.
https://t.co/sDg5lmmHu5
This exchange—and others—has a deeper meaning if one views Corin Nander as a representation of Tomino's own life experiences. As he battled depression in the 90s, he relied on the women in his life and aimed to give Turn A Gundam a "feminine" touch.