They think they're smart. A blind man could see that there's something going on, and Malcolm Reynolds has never had problems with his eyesight. He ignores it in the small hope that this will pass, and pretends not to see what's happening before his very eyes.
Thinking about it - if he chooses to think about it, which isn't often if he can help it - Mal can recall small things that should have served warning before it got this far. For instance, the way Jayne had stared in the infirmary windows, rocking back and forth with one arm wrapped around his knees when Kaylee had been shot by the fed. The way his anger had flared when his revenge was derailed by the Shepherd, his rude comments at the dinner table when Kaylee was getting an eyeful of Simon. The way his face had lit up with pride when Kaylee announced her solution to reprogramming the trash bin on Belleraphon.
Mal rarely chooses to think about these things, because thinking about them will only put him in mind of Kaylee's side of…whatever this is. He doesn't care to think about that either, but he knows that sooner or later he'll have to. The good thing about choosing means that he can pretend not to see the looks the two of them give each other when they don't think anyone else is watching. Mal sighs and pinches the bridge of his nose, tempted to simply haul them both off to the bridge and give them a piece of his mind…not that they'd pay attention to him. Every scrap of their awareness is focused on the way their legs are pressed up tight against each other as they sit there pretending they aren't touching at all.
He'll think about it later.