How did any of them take his "burning with jealousy" comment and not even try to turn it around?
Because they know that none of the girls had confessed to MC.
And while MC is surrounded by girls on all sides, he is still disconnected with them.
Not to forget, while everyone worries about MC, anyone seeing from outside would think that none of the girls have any romantic feelings towards MC. They are just openly dependent on him, but keep their emotions regarding MC hidden.
I mean apart from the two Dungeon Emperors, the only ones who had shown feelings towards MC (in the Manga) are Class Rep & Vice Rep B, but that too internally (aka., only the other class girls know about it, no one outside know it).