Acting The Part
Elayne, Egwene and Nynaeve head towards Tear aboard the Blue Crane. Whatever unity they had prior to their trip seems to be unraveling rapidly. Egwene and Nynaeve are at each other's throats; in violent disagreement about each step of the way, with Elayne caught in the middle. Nynaeve seems to be 'winning' the arguments more often than not; reverting back to her days as Wisdom. She's not yet learned to match the title of Aes Sedai with the intrinsic capabilities she holds being able to wield the Power.
His eyebrows had shot up again when they asked for just one cabin among them - not even Nynaeve wanted to be alone at night if she did not have to be. Each could have a cabin to herself at no extra charge, he told them; he had no other passengers, his cargo was aboard, and if Aes Sedai had urgent business downriver, he would not wait even an hour for anyone else who might want passage. They said again that one cabin would be sufficient.
Elayne, Nynaeve, and Egwene, The Dragon Reborn p. 351
There are some expectations and unspoken rules and privileges afforded to Aes Sedai that the three women are breaking. Too eager in their pursuit, they're also leaving a very clear trail behind them. Captain Ellisor will no doubt quickly spread the word about (gasp!) "three Aes Sedai sharing a cabin". In this instance, blending in would be to accept the offer and not raise any eyebrows at all. They could still share a room afterwards if they still wished. Acting the part, particularly in prominent leadership positions like the Aes Sedai hold, is part and parcel of leadership. Such privileges are provided out of respect, and it's somewhat disrespectful to the office to refuse them without a valid reason. At the same time, it's a balancing act to not go completely overboard and either become disingenuous or start abusing the office for personal gain.