I see your very possible theory and raise you: He did not ask why she killed the Fourth because he already knew why and knew Gideon was listening in the hallway.
I propose they were the ones to ‘kill’ Protesilus–but that alone is not why she killed them.
Someone already mentioned in the notes the Palamedes quote about wondering how dangerous the teens really are. That quote comes after one of the teens is caught eavesdropping on a conversation where they were talking about Dulcinea and how she’s not alone because she has Pro, and comes right before the chapter where the body is found in the incinerator.
When we learn later that Harrow had found the body stabbed and took the head, she mentioned hearing someone coming and not being able to see the rapier properly to identify it before having to leave. Even later we learn it was Cy who retrieved the body and put it in the incinerator–which means Cy was likely the person coming when Harrow ran away and was the one to find and identify the rapier. Cytherea knew who ‘killed’ Pro for as long as she knew Pro had been ‘killed.’
Meanwhile, back in the chapter with the incinerator discovery, Isaac is described as looking like “I’ve been on edge for three days” in the narration. Both him and Jeannemary are a mess and described as jumpy through the chapter. And so certain it’s human remains in the incinerator when the remains are unrecognizable as human to the naked eye. We’re led to believe their paranoid behavior is a result of the Fifth’s murders, but if my theory is right, it’s really because they’ve been searching for the body of the cavalier they’d murdered and are unnerved why someone else would dispose of the body and why Jeannemary’s rapier was left at the crime-scene when the body was taken (remember, no one was missing their rapier beyond this point, which means Cy never took the rapier with her when she snagged the body).
No one ever asked why the Fourth would think to look in the incinerator. It’s an odd place to poke one’s head–but makes sense if they were thinking of places a body could be disposed. They confirmed they had already checked the morgue (”Magnus and Abigail are still where they ought to be,” said Jeannemary fiercely, “in the mortuary.”).
“I keep seeing things,” said the necromantic teen, emptily. They turned to look at him. “Out of the corners of my eyes … when it’s nighttime. I keep waking up and hearing something moving … or someone standing outside the door.”
Cytherea knew it was them. She was stalking/keeping an eye on them ever since, likely wondering how much they knew. But she didn’t kill them then. No, there was a triggering incident for that.
Jeannemary and Isaac go down with Gideon to the labs to search for someone they know is dead and the body removed. Simultaneously, the Sixth and Harrow go to guard Lady Septimus.
The Fourth and Gideon are not attacked right away when they go down, almost like a time delay. Perhaps the amount of time it took for Lady Septimus’s self-appointed guards to arrive and explain that the Fourth and Gideon went down together to search for Protesilus–a man Cytherea knows the Fourth absolutely know is dead. Here’s how I imagine the conversation went:
Pal: My Lady, we are here to guard you while the Fourth and Gideon the Ninth search for your cav in the labs below.
Cy: How swee–wait, did you say Gideon and the Fourth went searching for Pro?
Pal: Don’t worry, Gideon can look after them. And Jeannemary immediately agreed to this arrangement.
Cytherea, thinking of the last time her cav* was alone in the labs with the Fourth House: 👁👄👁
*Cytherea, who’s been alone for centuries missing Loveday, had Gideon behaving as her pseudo-cavalier for most of the book.
Meanwhile, down in the labs, the Fourth were behaving sketchy af. They warded every single entrance to alert them of someone coming. Isaac makes a point to ask Gideon, the cavalier with the bone adept: “Ninth, why were bone fragments found in Magnus’s body, and in Abigail’s?” and “At first I thought it was the skeletons” <– they believe the Ninth House were involved in the Fifth’s murder. It is the whole of the Fourth House secluded with only half the Ninth House.
All that is to say, Cytherea killed the Fourth House because they were going to kill Gideon. Palamedes did not ask “Why the Fourth?” because he figured it out in the hallway before confronting Cytherea and, likely due to Gideon’s overwrought grief for the Fourth, decided to spare Gideon from hearing that.