It was rather suspicious, he knew, but he was fairly certain what the nature of their relationship was. He did have seven children, after all. And he was also perceptive enough to see the vampire genuinely cared about Harry, or at least didn't wish him harm.
So he waited patiently to see if Harry would ever confirm his suspicions, and decided he would trust his friend. It was none of his business (the Lord knew he could understand protecting family), and if he was wrong…. the vampire would be dealt with.
Though, he didn't think he was wrong.