The questionable divine item is confirmed in the palace. Chris explains that the item could be used for nefarious reason. It is odd that a goddess would grant such item to anyone. Considering Aqua was the gatekeeper between Earth and isekai, it could be possible. She probably think granting such item to a Peeping Tom is harmless. In the last episode, Kazuma appreciated the thought of that Peeping Tom. Only a goddess or the grantee of the divine item can use it for the full potential. It is still dangerous when used by nobles with bad intention. The story after the ending credit proves Chris is right. Kazuma reluctantly agree to help Chris. Kazuma calling Chris oyabin makes her upset. After all the havoc they raised in the palace, the humiliated government vows to capture them. Kazuma is too scared to stay in the capital, since he doesn't want to be confined for life. Kazuma shows his ability when required, even the forbidden skill he learned from a demon. It is probably having strong ally like Aqua would nerf his luck.
When a palace guard asks about their identity, Kazuma shouts out "Silver Hair Thief syndicate. Chris shouts out "Mask Thief Syndicate". Neither one wants to be association with their traits. Their disguises are not bad. Only Darkness and Iris can see through their identity.
Spoiler for speculation:
Kazuma gets touchy with Chris and causes the alert of palace guards. More convincing cause is Kazuma triggers the alarm in the palace warehouse; he find the manga and picks it up. Lalatina probably has the access to the warehouse. It could be the ero manga. After reading the manga, Lalatina develops a dark fantasy. She comes up the new identity as Darkness. Lalatina is the noble lady who has to keep up with a certain expectation. Her family is the influential noble. She has her family name to protect. Darkness is a nobody who fulfills her fantasy. Darkness joins the guild and becomes Kazuma's team mate. However, Kazuma doesn't mind to exploit Lalatina's VIP privilege.
So, Darkness is just an Internet meme for a female knight. The origin of meme is uncertain. I thought it came from some random ero game, but someone else claims it came from somewhere else. The trope is "Kil,..Kill me!"(くっ、殺せ!). The saying is probably some samurai honor stuff, rather die than being shamed. The first known use of the phrase is from Milia(the robot pilot from The Super Dimension Fortress Macross). The second known use of the phrase is from Serie (the female knight from Tactics Ogre). The villains against "female knight" variation includes, bandits, ogres, goblins, etc.
