I was laughing so hard at this scene! XD And Gwen and Gwaine agreed that they were friends at that point, so Arthur didn't really have anything to be jealous of. But Gwaine is very attractive and cool, so maybe he did?
I think this was the turning point for Arthur, where he started to see how just how incredible everything Merlin had done was, rather than just how many times he had been lied to. <<< I just started to watch Merlin so no spoilers!