A challenge is a challenge
So a bet was laid before him, he'd have to catch her when she had no clothes. He can't help but take her seriously. Rigging the locks to the bathroom was no big deal. She's also had some long days, and he's plenty quiet, so he's pretty sure making off with every item of clothing, the towels - pretty much every scrap of cloth but the washcloth she was using for her shower went unnoticed.
Ok, so sure, he could have peeked, but that isn't half as fun as listening to her reaction.
Everything is laid out neatly on her bed, her blades haven't been disturbed, and so on, and sure, she's a teleporter, but he's pretty sure she's not going to go anywhere that way if its not an emergency and she's unarmed.

He settles in a bit down the hall, sipping at a cup of coffee.