I am shocked no one else noticed this...
At the start of the film, it is clearly established that Luna Lovegood was in Shell Cottage, where she was when the last film left off. The group apparated to there following their collective escape from the Bellatrix LeStrange.
Luna is at Hogwarts upon Harry's arrival, and acts as though she has been there all year. Furthermore, she is in the Gryffindor common room, despite being a Ravenclaw.
Had Luna left Shell Cottage and enrolled herself at Hogwarts, she would surely have been turned in to the Death Eaters. I therefore conclude that there is a continuity error in this film.