Eles não estavam certos das razões de Voldemort, mas eles confiavam em Dumbledore.
A confiança cega em Dumbledore é praticamente um pré-requisito para se tornar membro da Ordem da Fênix. Sabemos que Dumbledore não contou à Ordem nenhum detalhe sobre a profecia. Ele apenas disse aos membros da Ordem para confiar em Harry e protegê-lo a todo custo.
Over Hermione's shoulder Harry saw [Kingsley] raise his wand and point it at Lupin's chest.
"The last words Albus Dumbledore spoke to the pair of us?"
"'Harry is the best hope we have. Trust him,'" said Lupin calmly.
(Deathly Hallows, Chapter 5, Fallen Warrior).
Para membros da Ordem, como Kingsley e Lupin, a palavra de Dumbledore era tudo de que eles precisavam.
No entanto, os membros da Ordem - como todos os outros - podiam ler a especulação da imprensa que estava aparecendo nos jornais diariamente.
The nature of that prophecy is unknown, although speculation is rife that it concerns Harry Potter, the only person ever to have survived the Killing Curse, and who is also known to have been at the Ministry on the night in question. Some are going so far as to call Potter the 'Chosen One', believing that the prophecy names him as the only one who will be able to rid us of He Who Must Not Be Named.
(Half-Blood Prince, Chapter 3, Will and Won't).
Então, embora Dumbledore nunca tenha revelado a profecia para eles, eles poderiam formar suposições sobre o quanto Harry era importante no esquema das coisas.
"And now, Harry, on a closely related subject...I gather that you have been taking the Daily Prophet over the last two weeks?"
"Yes," said Harry, and his heart beat a little faster.
"Then you will have seen that there have been not so much leaks, as floods, coconcerning your adventure in the Hall of Prophecy?"
"Yes," said Harry again. "And now everyone knows that I'm the one-"
"No, they do not," interrupted Dumbledore. "There are only two people in the whole world who know the full contents of the prophecy made about you and Lord Voldemort, and they are both standing in this smelly, spidery broom shed. It is true, however, that many have guessed, correctly, that Voldemort sent his Death Eaters to steal a prophecy, and that the prophecy concerned you."
(Half-Blood Prince, Chapter 4, Horace Slughorn).
Os outros membros da Ordem não sabiam toda a verdade sobre Harry, mas eles adivinharam os amplos detalhes do Profeta Diário . E eles confiavam nas instruções de Dumbledore de qualquer maneira, então protegeram Harry mesmo sem ouvir a profecia completa.