Cassian and Az had shit-eating grins on their face because they already knew that Feyre and Rhys were mates (Rhys had told them after he got back from under the mountain) but Feyre didn't yet know.
Ehm… he actually told just Mor and Amren when he got back. When Feyre found out he said he thought Cassian and Azriel already knew, but he never told them so they weren’t sure.