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In Harry Potter and the Deathly Hallows Part 2 (2011), Helena speaks to Harry Potter about diadem:
Helena: It's here...in the castle, in the place where everything is hidden. If you have to ask...you will never know. If you know, you need only ask.
Why would Harry Potter still need to ask if he know it?
In the first instance, "ask" is being used in the "inquire" sense, but in the second instance, it's being used in the "request" sense. Helena is engaging in wordplay (she is Rowena Ravenclaw's daughter after all). He needs to request that the Room of Requirement give him access to the version of the room with all the hidden things that includes the diadem.
The diadem is hidden in the Room of Requirement, which gives you what you need if you "ask" for it. For instance, in The Order of the Phoenix, when Harry needs a whistle for Dumbledore's Army practice, one shows up. That's how the room works.
"Okay, stop!" Harry shouted. "Stop! STOP!"
I need a whistle, he thought, and immediately spotted one lying on top of the nearest row of books. He caught it up and blew hard. Everyone lowered their wands.
Harry Potter and the Order of the Phoenix, chapter 18: "Dumbledore's Army"
The "ask" isn't about asking the Gray Lady, it's about asking the Room of Requirement.
