I can't see Lady Russell, who is so attentive to rank, trying to hide that she is being visited by the second highest ranked person in Bath.

I think it's really just what Sir Walter thinks - or almost. She knows how obsessed he is with appearances, perhaps knows that she is not at her best in the morning, and so darkens the room so as to not offend Sir Walter's sensibilities. Another example of her catering to rank's foibles, and, I'm sure, a way to keep herself from having to look at Sir Walter's disapproving face. jerk.