This morning, I just watched that video on Youtube. It prompted me to ask about Kay's role. This came up maybe once in our past discussions about the drapes question: did Kay not notice the open drapes until Michael was standing in front of them? Even if she undressed and dressed in another room, it just seems certain that she (or any woman) would not have slid into bed without noticing the open drapes and closing them.
Perhaps Kay always assumed the drapes would be closed when she readied for bed, and noticed they were open only because she looked toward Michael as he happened to be standing in front of the window.