She probably forgot to bring them to Lillehammer, just like an extra pair of laces or her skate guards. Granted, she was living with friends probably out of a suit case and had tons of legal and media pressure, but still.
My conjecture on Diane not speaking to the media since '94 is two-fold. If you watch her old interviews, she seems very measured and poised and worried about saying the "wrong" thing. Tonya Harding is a very controversial subject. Her husband is a big wig attorney in Oregon. So, when not coaching, she's basically a Portland socialite. I don't think she wants to subject herself to the hard-hitting questions regarding Tonya. Such as: Why didn't you call Children Services? Were you not aware of the abuse? What did she tell you about the assault on Nancy? etc., etc... She also opted out on speaking to the screenwriter for "I, Tonya" or meeting with the actress playing her.
It bears mentioning that whenever Tonya mentions Diane, she seems to do so fondly but always in relation to her competition days. Although, they both had actually been coaching at the same ice rink together in the late 90s, early 2000s. (Tonya can train skaters all she wants, she just can't be credentialed at sanctioned competitions.) The media rarely mentions that, instead relishing in her more embarrassing attempts at singing, selling a sex tape, wrestling, boxing, and karaoke. Unfortunately, Tonya didn't stick with coaching long after "hubcapping" her boyfriend and the bad press to follow.