Of course, they are only doing this as part of Nanami's plan to humiliate Anthy. As they are slapping and harassing her, the divine Miss Kiryuu intervenes, "saving the day" and supposedly gainning Anthy's trust. That being in order, Nanami tells Anthy that she has been nominated to be the Spring Queen, at the Dance Party that week-end. Reluctantly, Anthy attends the ball, with Utena.
That is the second time we see Keiko, wearing rather silly looking blue dress (I personally don't think it suits her very well, especially with her hair-do). As the plan is carried on and Anthy is humiliated, Nanami and her mob snicker at her, not at all caring about what they've done. But, who should step in? None other than the fair Tenjou Utena, of course, who ends all embarassment for Anthy, starting to dance with her.