I think it was one way of showing that they are annoyed that THEIR ideas of protocol are not being followed. They specifically say that they would expect to bathe together and share wine. Elayne doesn't know enough of how the Sea Folk do things, and no one has told her, and the Sea Folk ridiculously expect everyone to know and follow their customs even though they are secretive and don't share their customs. I think it illustrates how lack of communication causes a lot of drama. That is a theme that is EVERYWHERE in these books . . . .