I can't completely blame Umezawa. Anzu is just as much as fault by continuing to send mixed signals. Instead of going on the treasure hunt with senpai, who she is supposedly in love with, and just like she chose Umezawa to spend Christmas Eve with, she burst with sparkles when he asks her to go on the treasure hunt with him. How could he not think he still has a chance when she chooses him, again, over the one she is supposedly in love with?