"Heather and I decided we were going to be pretty low-key at the convention"

In this quote, Mary Cheney is explaining her and Heather's choice to keep a low profile at a convention. This means that they did not wish to draw a lot of attention to themselves or make a big show of their presence. They likely wished to mix in and not stand out too much. This might be for a variety of factors, such as wanting to avoid any potential conflicts or controversies, or just wanting to have a more relaxed and low-pressure experience at the convention. Overall, this quote suggests that Mary and Heather wished to keep a low profile and not make a big fuss at the convention.