He probably hasn't confessed during the parts of the story we've seen, remember there was a large time skip, and we've only been getting bits and pieces of it all in flashbacks or video/photos.
We'll probably see what happened during this exchange.
This is the strangest and most intriguing romantic dynamic I've ever come across. She essentially doesn't consider them as romantic partners because of the tropes of fiction and her tenuous existence in their reality. In the comics I read, the usual barrier to romance is a long historied friendship or some other random reason where one character doesn't see the other as a "woman/man" or real world consequences for such a relationship. This is the only story I know of where the barrier to romance is that the main character doesn't consider any of the potential romantic interests as people because she believes they're part of a work of fiction. It's so interesting to see how this belief affects characters on either side.