She's saying she knows how to be quiet like every three seconds.
I am sure this was done on purpose (for the lulz) but it's becoming not so funny now. That and I've only seen Lily cloak twice; once in the associated quest and again when she got stuck on something and cloaked running back to me only to uncloak the minute she got next to me.
Another thing, about companions in general, is that they don't seem to ever obey me and they sometimes just lose weapons. Boone, for example, doesn't want to use his rifle anymore. I don't know if he dropped it and never pick it up, or what; but when I tell him to use ranged he just wants to use a pool-cue and when I tell him to melee, he uses a combat knife. Since when a pool-cue a ranged weapon?