"He must have figured out that at least one of us was a student" isn't the same as "He must know that I was there", though. I mean, I didn't think about his "you've got good reason to want to have this conversation out of wand range" opening might be sufficient "proof", and that's a good point - but he could have been testing to see whether she was one of the students involved. She knows he's not, because she knows he knows, but if she didn't know he knew, she wouldn't know he wasn't. (I think I got that sentence out right, anyway.)