I was under the impression that he knows, he just has no clue what to do about it or how to react properly. He already talked with Himeno about having feelings for several girls when people were under the impression that he still only liked Kanai, we actually don't get to see his true thoughts that often.
I swear to God the Kanna chapters increase the lewd levels in subconscious ways. You can't tell me you haven't read a doujin that started out with this exact premise before.