Atago broke the fourth wall AND Ryuujou's spirit.

Now why's Kaga carrying a rolled towel on her head?

Isn't that what some people do at hot water traditional Japanese baths (a.k.a. 'furo' or 'ofuro')?

Towel use: while walking around the bath naked many men tend to hold their little towel in front of the genitals, while women use both hands to hold the towel to cover breasts and genitals. As the bath is entered the towel magically moves to the top of the head, only to return to the previous position as the user emerges from the bath.

They don't bath in a swimsuit though.