the expectation is that the players have just been paying attention to the game in general.

Hahaha. We just spent several months of game time (and several years of real time) taking a succubus-esque thing around with us because we didn't listen to some NPCs at the very beginning and thought she was just a hostage we were rescuing. The GM spent so much time slowly building her up and making her ever so slightly more evil to see when we'd finally notice. Turns out it took literally mind controlling one of our named NPCs that worked in the circus. Boy, did we feel bad afterwards. We still didn't know she was a succubus, we thought she was just an asshole, so we fired her. The GM let us know afterwards. There was no detail about her in the book other than the initial encounter, we were just supposed to kill her.

So yeah. Paying attention. We don't really do that...