The only thing I could think of is that the KG at the Tower of Joy did not believe their true King was dead, and that Robert was not their King. Perhaps they did believe the possible son of Lianna was now their King? Perhaps under orders from Rhaegar? Strange, since he was not the King...unless they had received an earlier message that the King was dead, killed by the Kingslayer, and that the former Prince was then King. Rhaegar then ordered them, as the new King, (and now as Rhaegar's KG), that Lianna was now carrying his son...and when Rhaegar had also been killed at the Trident, the KG found out and now knew that the baby was, potentially, the new King?
That is a lot of leaps...I know.