Mentally delusional? Mahiro might be a brute but he's by no means stupid. If Yoshino had told him his girlfriend had died around the same time Aika died, it would have given Mahiro all the evidence to think Yoshino in fact was the boyfriend Aika teasingly suggested she might have. He must have suspected that at some point anyway, since those two did spend time together, even if Aika was, kind of, badmouthing Yoshino to Mahiro so much that Mahiro sometimes thought Aika hates Yoshino. I don't know if that's the main reason why Yoshino pretends his girl is still alive, or if it's simply to act like everything's still cool for him, so that Mahiro wouldn't be wondering why Yoshino isn't seeking revenge or isn't otherwise depressed, as Yoshino could have easily lied his girlfriend died randomly during the metallization incidents.