She does know. She's trying not to think about it that way. Jim did say that she was the one that he wanted to be with and that John was his friend, which was part of why he stayed until the end.

That's a vague answer, but maybe John doesn't want to talk about his death. Mary can't blame him in that respect. Perhaps they ought to just get on with it instead of trying to chat.

After fixing her tea with one sugar and a bit of cream, she glances back up at him. "I'm sure you know that Jim told me about... you and him," she says. Her face doesn't show any indication of anger or betrayal.