She does, and explains why.

"Well, I could affect him by myself, sexually of course, yes. However, he would not remember," Ria replied.

"So? Just touch him with your own Note, then..." Velvet said tentatively.

"Unfortunately, that is against sacred Erokami laws that bind me. Unless I intentionally give someone one of my Notes for their personal use, I cannot cause them to touch it. Also, once someone can see me, I am not allowed to use my Note on them myself."

"Well why not!?" Nora demanded. "That just seems like a dumbass rule!"

"...it has damn good reasons for being put in place," Ria replied. "There was a time when Erokami would just visit all sorts of Worlds, and do as they pleased..."

"All sorts of Worlds?" Jaune blinked. "Like... Other planets?"

"Those too, but mainly separate dimensions," Ria clarified. "This is a multiverse."

"...I see..." Jaune said, filing that piece of info away.

"Basically, there used to be Erokami just taking humans as personal toys out of their dimensions willy nilly... And often changing the course of events, such as taking someone who could have saved that world from a calamity to our own dimension. Long story short, a lot of Worlds went to shit due to us taking important individuals from them, Gods across the Multiverse got pissed, we had to undergo a systematic reform to keep ourselves in check. Basically, I'm not allowed to make someone a slave for myself, and even if you give me someone to play with, I can't take them outside of whichever dimension they are in on their own."

"Okay, that explains why you need my help with Mercury... But how would it help for you to persuade him to tell me?" Jaune asked.

"Loopholes I was able to leave myself," Ria shrugged. "I'm not allowed to give anyone certain pieces of info they don't already have... But let's just say there's nothing stopping someone else from doing so, so long as they already had the pieces themselves. As long as I don't tell you, or anyone else directly, we are good."

Jaune stared at her, trying to gauge her intentions, and she gazed back, showing no signs of deceit... But she could just be one hell of an actor...