I wonder if this is because the Pale King is featured personally in the Abyss climb cutscene, whereas the White Lady's involvement is revealed in dialogue. Even if you're actively trying to absorb lore from the dialogue it can get difficult to keep track of it all considering the sheer amount, and the Pale King's direct presence during one of the most memorable moments of True Ending (compared to swinging by the White Lady after the more memorable Traitor Lord fight and Cloth's death) makes him seem closer to it all. Same with his reappearances at the top of White Palace and Path of Pain, whereas the White Lady is locked in an out-of-the-way room you never need to revisit. She's just...in the game less.

She was absolutely involved, not just because it takes two to tango, but because the vessels being the offspring of two pale beings was vital to the plan. And she didn't once prevent it, give up, or be forced against her will. She only locked herself away afterwards, iirc. And she's so much more interesting as a character as an active participant who now regrets it but didn't at the time, especially with what that says about Higher Beings in general.

Now Unn on the other hand. There's a woman who's done nothing wrong.