I can sympathize with him being dense. He likely hasn't even considered the concept or possibility, I've been there before, and considering what his impression of her is, I'm not surprised.
He would probably realize it years after when thinking back on it.
(my personal example of being dense: this 6/10 that I always talked to and rode the bus with, said that the person she liked would always ride the bus with her, he never used swear words (I didn't at the time), and that he was a nice person she liked to talk to. I thought she meant someone else, and I asked questions about this person, to which she gave weird, vague answers. Realized she meant me 3-4 years later. I wasn't into her though, and the concept of relationship with her never existed in my mind)