Katharine tells Lorien about a secret society that also loves to throw parades. 

Sources: 

-  https://www.washingtonpost.com/nation/2021/06/07/ellie-kemper-apology-debutante-ball/

-  https://www.stltoday.com/news/archives/veiled-prophet-symbol-of-wealth-power-and-to-some-racism/collection_8076f8b4-98a5-5935-9b57-134bcda6068e.html#24

-  https://www.theatlantic.com/politics/archive/2014/09/fair-st-louis-and-the-veiled-prophet/379460/

-  https://en.wikipedia.org/wiki/Veiled_Prophet_Parade_and_Ball