She isnt visibly wounded; she cleaned up on the way to the warehouse.Molly is visibly wounded and not a good way to deflect the cops. Anyone reasonably clean to talk without Harry shoving his foot up his mouth?
She just happens to be wearing a damaged dress as a skirt and chainmail as a top.
Steal one of Harry's shirts and put it on over the armor shirt and you're good.
Or alternatively, dont bother and claim you came over to buy/pick up some chainmail.