She can't hide all of it, not from him. Envy is going to leave the explanation of France being a personified country up to France, because well. Envy just decided to go with it a long time ago, but Lust is new here and France is much better at explaining that than he is. But there's also the other thing, which he really might as well just get out of the way because it's not like she isn't going to find out very quickly anyway.

"We met a few years ago, we're together now."

So no, not a pet crazy man. Envy looks a little bit defensive and unsure of how she's going to react, but mostly he just looks like he's telling the truth. A truth he's happy to tell, not at all like he would if he were introducing someone he was only pretending to be with.