Probably for the best that Usato remains dense. I mean, his "options" are a 300 yo vampire, a trouble maker classmate, and a 14 yo child... Suzune really is the only real choice, but I can't see it happening.
I really hate it in isekai stories when some random character says "could they be from another world?". Even if that is the genre, THAT'S NOT A NORMAL THING TO THINK OF. For all I know, I could be living in an isekai. But I'd still never look at someone acting weird and make 4th wall comments...