According to the MiB: International novelisation (or rather the short prequel story Open Arms found at the end of said novel) not only was she the Merchant of Death, but also a mistress of mystery.
H came into contact with her when he attempted to infiltrate her organisation. He was successful in capturing her spaceship (along with some fairly choice weaponry) but decided to let her escape, for old time's sake.
H turned to Riza and plucked the alien weapon out of her hands. She was able to move again. “I’m confiscating your inventory and letting you off with a warning this time.” H used his best stern-cop voice. “But next time…” Riza stepped closer. Their eyes kissed and held for as long as they could.
“Next time.” Riza smiled. “You know there will be a next time, right?”
“Counting on it.”
“It’s a date, then.” She brushed his cheek with her third hand. The sounds of the approaching MiB team were almost on top of them.
Since he was under 'deep cover' at the time he was dating her, it seems likely that the only person who knows about her island fortress was H and he kept it a secret.