Not liking the sound of this friend OWW.
The only reason you'd say 'what, as more than friends?' if someone told you they were seeing someone was if you were really shocked. And why be shocked? You're both grownups and single why wouldn't you be seeing each other...
Can only think of two reasons she's shocked, either she thought he was her boyfriend (hopefully not) or, more likely she had designs on him.
Maybe he didn't tell her about you because he knew she had (unreciprocated) designs on him and didn't want to upset her or make things akward?
Unsolicited advice - Would have a conversation with him if I were you.
48 - I want Mr R&R 
Snape - And I want nameless 