This would be very hard to believe but Devyani was not actually aware that she was covered under full diplomatic immunity at the time of her arrest. Not just a mere statement but Firstpost also says that there are documents to prove it.
The reason the diplomat didn't disclose it was that she herself was not aware of the fact she had been actually accredited as an "Advisor" to the Permanent Mission of India (PMI) in New York with effect from 26 August 2013.
Inquiries, conducted by a writer from diplomatic channels, have revealed that neither Devyani nor the Ministry of External Affairs was aware of this important fact on 12 December, the day of her arrest. It was only days later that the diplomat realised that she enjoyed complete immunity.
Devyani realised later that her PMI application had been accepted
It seems she had registered with the United Nations for her PMI accreditation and forgotten about it. The MEA too did not discover this till the incident exploded in the face of the Government of India after her arrest. After the high-octane diplomatic spat that was triggered between India and the United States, the Government of India promptly issued an executive order transferring Devyani to the PMI so that she gets full diplomatic immunity.
But neither Devyani nor the MEA was aware that her earlier registration with the UN was successful and she was covered by complete diplomatic immunity at the time of her arrest.
Insiders reveal that after the Indian government transferred her to the PMI (so that she can get complete diplomatic immunity), she went about the task of doing the paper work. At that stage, she realized that she had already sent in an application for the same purpose several months before and her photo and her coordinates should be in the UN database.
It was at that point of time that Devyani realised that not only she had applied to the UN but the fact that her application had been already accepted. This explains why Devyani did not claim full diplomatic immunity at the time of her arrest and subsequent incarceration.
Her passport is deposited with the New York court, which means that though she is free to travel anywhere in the US, she cannot leave the country.