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dylgramac She's ridiculously dense, especially considering she's super into romance novels and in her past life otome games and manga, so I'll agree with you that she's just way too stupid to make sense.
On the other hand, she doesn't view herself as a girl or potential romantic partner for any of the characters since she had memories of being a teenager when everyone else was still a child. Combine that with her reliance on her knowledge of how the game went, and to her it seems like Katarina is just a stock villain and has no romantic involvements whatsoever. All she cares about is avoiding being a villain and growing old, as far as she's concerned it's not even possible for her to have her own romance so she never considers it.
Of course this level of denseness isn't realistic given how obvious everyone is being, but it's enough that I can see how she'd say Gerald hasn't shown interest in any girls. She's too caught up in seeing herself as a character.