Sokka wasn't brilliant when it came to reading people, but he was good enough to know that Aang was hiding something.
His response to Katara's worried, "What took you so long?" was definitely leaving something out. There was no way it was that hard to find frozen frogs (gross, by the way). And Aang's shifty eyes practically screamed, I'm hiding something!
Still, if Aang wanted to keep secrets, that was his business. Katara continued to pester, but Sokka decided to leave well enough alone. It wasn't manly to pry into other men's lives.
(Even if he was dying to know)