@spinel-deymayo-universe
Talking to the Diamonds was never something Steven was comfortable with. That's why, even when he had business with them such as the progress of Project Refoliate, he preferred to do it by proxy through other Gems. That was usually though Lemon and Blueberry, both of whom still seemed to maintain fairly good relations with their respective old Diamonds even after they were stripped of their status and political power.
Steven, however, was not in the best headspace at the time, exacerbated by recent events he'd really rather not talk about, and he came and talked to the Diamonds directly anyway. But that was probably a reason why this would've been one of the worst times he could've done that.
Leaving the palace, Steven needed to get away for a bit to clear his head. Yellow and Blue Diamond were of no help, and he shuddered at the idea of what trying to go to Her for help would do.