It's a trap!Edit
When Zola told Lucrezia her name she was also letting her know she was walking into a trap.
There have been several places in the story where this has been set up. The time window, the rumors heard by Arella, Zola's cheesy quote, the crypts reaction to finding out Agatha was the Heterodyne. We can deduce from this that Zola was definitely faking being a damsel in distress. If you still haven't figured it out, well, nobody's perfect.
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