Haha, poor Harry, totally clueless in the first place and then they keep their relationship more or less to themselves? He's doomed. (Then again, I like to pretend this kind of supports the ship: When Harry first realizes he likes Ginny he's all "ah yes, those brotherly feelings I have for her", Remus embraces Sirius like a brother, works for me. ;P)

Seriously though, I also think they're not the public displays of affection type, or at least they're so subtle about it you'll most probably miss it or brush it off as them being good friends if you don't know what to look for.