Vicky has a problem of being very well known which makes it difficult for her to pursue a relationship that could result in scandal.
While Germany is apparently more tolerant ITTL about homosexuality, it is a different situation when it is an Imperial Princess.
The same sex romantic partners of famous people were described in the press with terms such as "Constant Companion" or " Very Close Personal Friend " which all but outed them without really saying so.
So what Vicky needs is a way to meet others like her in a discrete manner in a safe space where she is assured that her privacy is kept.
I dunno...yes, the Constant Companion/Very Close Personal Friend did out them without saying so, but it also provides a cover too. Quite often, this kind of thing IRL could be an open secret - people knew full well famous people were gay or bi, but as long as they didn't openly say so/kiss in public/whatever and outward propriety was preserved, people would pretend they didn't know.
Same thing could happen to Vicky. As long as she and her 'special friend' don't openly say they're gay or rub it in people's faces, and as long as she's periodically with some man at an event, everyone just doesn't ask any awkward questions and doesn't talk about it. It only becomes an issue if people can't genteelly ignore it anymore, and quite frankly...I mean, how many film stars were quietly gay and nobody guessed? Like, half the movie industry knew Rock Hudson was gay but they just didn't talk about it, and Joe Public was either none the wiser or pretended they were none the wiser until he died.
The other option, of course, is that her family finds her a suitable husband who's also gay, the two of them marry, and once that's the case nobody'll even bat an eyelid that she has a close female friend, because she's married (ditto for her husband and any guy he likes).