In TKD we are given a glimpse of the austere nuns who were responsible for Jehana's education, most likely from a very young age. She probably did not have much in the way of close contact with her parents as a young child to counteract this indoctrination, and they would have been happy that her moral purity was being ensured, maybe accepting the anti-Deryni slant as unfortunate but not overly important. Especially if her father already had an eye on Brion as a lightly suitor.
I wonder too whether it is not so much the case that Jehana did not know but that she was in denial. Her reaction to any hint of Deryni influence is extreme even at the beginning of her marriage to Brion, although I also wonder whether just plain old jealousy of Brion and Morgan's friendship was at the root of much of her hatred and found a good justification in a "godly" fear of Deryni.