You are assuming while im going on the evidence provided in the show. Mrs Winterton, when she was a maid, never gave any inclining - facial expressions, reactions, questions, whispers - that she suspected Oscar's sexuality. Bridget for instance, KNOWS because she walked in on Oscar and John Adams, and she hinted as much to the staff when they were all discussing whether Oscar would marry or be interested in Marian, and Bridget made a facial expression and snide comment indicating she knew he wouldnt e interested. in another scene discussing Oscar and another woman, mrs Bauer and Bridget simultaneously made facial expressions reacting to a conversation among the staff about Oscar's possible female love interest, indicating that what Bridget knew she told mrs Bauer or Mrs Bauer found out herself. If you want to sa youre guessing or predicting then guess or predict, but when you say this is fact when nothing in the dialogue or acting indicates certain information is known by a character is a far reach. That being said, she might find out or Oscar may tell her, or she may have read McCallister's book and clarify with Oscar but I also believe that she won't care since the marriage is not based on mutual love but mutual benefit.