@liquidsword
I don't think we are supposed to know 'for sure' either way, though I could be wrong.
Given his personality and whatnot I could definitely see it being something that has totally passed him by, and basically thinking her... 'antics' had more to do with a general interest, rather than an interest in him specifically.
Or he could just enjoy messing with her, as you said.
Only 7 or 8 more chapters in to go, so hopefully it'll have at least a 'clearish' ending at least and not just end without any resolution...