They discuss the situation along the way!

"So... What are we going to do about the Fallen Angels keeping an eye on us?" Issei asked, glancing up at the sky for any potential eavesdroppers.

Rias noticed and nodded approvingly. "Good, you're starting to look up more often. The sooner you make a habit of that, the harder it will be to get the drop on you from that angle," she smiled, before turning serious. "To answer your question though, there's not much we can do. Simple, non harmful espionage is not a violation of the treaty. So long as they don't take too many liberties in our turf, there's not really much to be done about it."

"Why is that even allowed?" Issei asked.

"It's to make the treaty last," Rias sighed. When Issei looked at her in confusion, she explained, "The main reason the treaty was formed in the first place was because all three sides were too evenly matched for any side to win the war and hope to recover afterwards. Naturally, now that we are at peace, all three sides are gathering what strength they can, wherever they can, and also doing things to mess with each other that don't outright violate the treaty."

"...like killing me," Issei nodded.

"Yes, like killing you," she agreed. "Though that did backfire on them."

"So... Why are all sides able to get away with spying on each other?" Asia asked.

"So long as it's not taken too far, it's to keep all three sides on a level playing field," Rias explained. "Should one side gain some sort of advantage, it was agreed that the other two should have a fair shot at being able to find out about it and develop countermeasures. Furthermore, it also helps allow lines to be drawn. If one person is allowed to enter someone else's turf and cause trouble, then the "I didn't know" excuse can't be allowed to remain valid. So scoping each other out falls well within the bounds of the treaty."

"...makes sense..." Issei groaned. "Geez, politics are so confusing... Not to mention exhausting..."

"Tell me about it," Rias huffed, all too familiar with that, given her Noble heritage and... Other problems. But she still had time to deal with that some way or another. "Regardless, all we can do is try to be careful, and keep a close eye out for any future incursions to gather intel."

Issei nodded as they kept walking. They soon reached Issei's home, and went in.