They don't show much of Wally's birthday party before the team is called away to battle the ice villains, but here's something I think they missed. Dick (Robin) considers Wally to be his brother, in Romani customs there is a huge emphasis on family no matter what, so I think Dick might allow parts of his identity to be revealed, so long as he got to wish his brother happy birthday his way. You'll see what I mean. Disclaimer, I own nothing but the story line.