It's the end of a very long day, in which Kay has had to be the hostess for an all-day affair, and it’s well into the night before she finally makes her way into their bedroom to go to bed. Now, at some point she’s going to take off her clothes to put on her nightgown. What is she absolutely going to do at this point—if she hasn’t already done it upon entering the bedroom? She’s going to close the curtains. Especially with armed guards out patrolling the grounds. She wants her privacy. Then she puts on her nightgown, gets ready for bed, and after such a long and exhausting day, she practically falls asleep as soon as her head hits the pillow. She doesn’t wake up until later when Michael finally comes to bed. She hears him in the room and opens her eyes, and what does she see? The curtains are open, when she had definitely shut them earlier. Given that, it’s the most natural thing in the world to ask why the curtains are open, perhaps even expecting that Michael will say he opened them. It is a definite oddity for her, considering that she closed them earlier, so it’s also quite appropriate that she would comment on it. Not a mistake at all.
Fredo’s part in all of this requires a little more conjecture, but not too much. The key to his participation is that he tells Johnny Ola that he was lied to. My conjecture is as follows. Johnny talked to Fredo earlier and told him that Roth wanted to leave a surprise present for Michael, probably in the house somewhere. So, he asked if Fredo would get him in touch with the housekeeper or live-in maid—which rich people like the Corleone’s would definitely have. Johnny says it would mean a lot to Roth, cementing their friendship, or whatever. You get the idea. So, in that context Fredo would have absolutely no compunction about doing what Johnny said. Johnny’s story to the maid was probably something different, that the surprise was going to be a new car, or something of that sort that they wanted to leave outside the window and would then see upon waking up the next morning. So . . . he wants her to sneak into their bedroom and open the curtains so that they will see the surprise when they wake up. The housekeeper does what they want, her only motivation to be part of the wonderful surprise. She sneaks in while Kay is sleeping, and does as she is asked.
And that’s really it. A very simple explanation for the curtain comment by Kay, as well as what needs to be an extreme difference between what Fredo was asked to do and what actually transpired. That explains why he’s so freaked out about Johnny’s call. Anyway, I don’t suppose the guys will ever see this, but I wanted to make some kind of public comment on the off chance that it might get back to them somehow.