This feels like it's setting up to some huge misunderstanding, and I am kinda here for it!
After all, this entire story so far has been about the two of them trying to keep Maron's secret hidden, and let's be honest, being inconspicuous is neither of their strong suits. So it stands to reason that some of the people around them would notice that they are hiding something, but they would need to use conjecture to figure out what exactly it is.
Between the two of them already having had that one almost-scandal after they were seen in public on their day off, sometimes absconding together during practices and shoots, and them just being visibly incredibly close to each other, I can really see how somebody might think that they have some illicit relationship of sorts.
I do enjoy a misunderstanding that has been set up well, and also there is an additional twist that I am kinda hoping for: that everybody is fully aware that she's a smoker, and just doesn't care (it would explain why nobody ever comments on the smell, and it would also be incredibly funny).