Those are the small details that Shadow introduces in every page and that we love so much.
And certainly Pato has learned not to let herself be bossed around by Any.

Any’s powers are always on, at least at a superficial level. She can always “hear” your most external feeling, so she hears “white noise” all the time. She has to consciously shut off her power. Also, as you guessed, she has to consciously focus if she wants to dig deeper into somebody’s emotions, and that’s when the subjects notice, as they are forced to relive the emotions being searched.