The problem with having the Black Knights enter the train disguised in casual clothing is that Lelouch Lamperouge can take no such measures. Informing them to not enter the passenger rooms before a set time, he has ensured that no one from his organization will know his student persona is inside. His forged identification allows him to have boarded under a pseudonym, so there's no risk in them seeing the passenger list either.

When certain nobody is nearby, he makes use of a radio communicator to verify the status of his troops, giving his suitcase a brief glance now and then.