I mean, in fairness to him, he is a dragon slayer and she is a dragon...they are natural enemies. She also always teases him in some way or wrings him dry during the night, so it can be hard to tell if she likes him or if she is just doing it because she has nowhere else to go. Dragons mate for life, so now that they have mated and she bore his children she won't be able to go elsewhere to get her satisfaction (if I understood how that all works).
Hearing what she said about the person she would marry last chapter should have solidified it in his mind even more so than his sister-in-law telling him this, but here we are.
Of course, we as readers know that she does like him. It shows on her face and in some of her actions (but not all).