He could probably make them believe he's in service to Nancy, but where is the fun in that? These posh events aren't really the Dodger's type of thing, he prefers much more informal things. That being said, that fact that they have been firmly told they weren't allowed in meant that he was going to sneak in. He's even wearing a better jacket than usual and while his hat is still firmly perched on his head, it looks... tidier some how. More presentable.

He's looking for the food. Food is always the best place to be.