Board Thread:Speculation House/@comment-4830106-20141010002549/@comment-30764484-20141020204902

MetallicArcher nailed it. They knew she was in the White Fang, which is all but confirmation she's a faunus, but from their perspective still leaving a little room for confusion. Penny surprised them by matter-of-factly calling her a faunus as if everyone should know, then noting the cat ears that they didn't know about in exactly the same way.

It's a bit of a moot point though, because Blake was referring to that whole series of events in general.