That was one of the reasons he didn't took Albedo along. She was absolutely convinced humans were low-class creatures. If Ainz brought someone like her into a city full of people, it could only end in a blood bath if he slipped up; it was nothing to joke about. Another reason was Albedo's inability to disguise herself, she was unable to hide her horns and wings.
And then there was the main reason, which he couldn't say out loud.