Aziraphale's only a little bit surprised when she arrives at the logical conclusion, mostly only due to her very human nature (as far as he can tell). But it really wouldn't be the strangest thing, where they are, so he's mostly just glad that the conversation doesn't require too much explanation.

(Which works in Alice's favor, as Aziraphale's explanations tend to lean on the long side.)

He doesn't seem to sure of what exactly she means by that last part, however, whether she's aware they are close, or if she's aware they are Close.

"Right, well, yes. We've known each other for a rather long time." And are, in fact, romantically engaged, but he figures it might be a bit much to lead with that.