To be honest, the companions never really reacted or interacted with Lana or Theron, when any cutscene played they were just there, but it was as if they weren't really there, they were just standing a bit further off not really doing anything, just standing there.
I think they were just playing the part of the players in-game companion, but for the actual story itself, they were never really involved until after KOTFE & KOTET when they came back. So, this is more a Story Vs Gameplay scenario more than a plot-hole of sorts.