In the past we saw how Gunzou didn't have a worry in the world when walking around on land or accepting dubious invitations. After this episode it's clear that as long as he's with Iona, nothing short of another mental model or a nuke could likely hurt him. So, Gunzou did know but, few of the other humans had any knowledge, only a hunch, perhaps.
For some reason Iona is made less human than the other mental models. Her face is always very expressionless, far more so than Haruna's, for example, and her behavior is hardly better. Who knows why, especially since she's the one with most time spent with humans.
Haruna is still my favourite.