If Mai had known about Bob's feelings for Harry, she definitely would've used it to her advantage, not sat there asking Bob if Harry knew. It's about something else.

Remember how when Bob died in WAB, he just zipped back to his skull? He was alive, but he was still under the curse. And Mai, knowing that about the curse, would've mentioned it. *nod*

Yes, Bob needs to come clean, but there's also plottiness going on that's going to throw monkey wrenches in the works, so they have to deal with monkey wrenches before they can have the monkey sex.