In anything like the real world, you'd expect so, especially Annie. I don't agree with Maccabbee that discussion and agreement necessarily precede a "relationship," much less one person perceiving a relationship--if I tell a girl that's been crushing on me for the past 8 years that I've also been crushing on her for the past 8 years (and we recently, and spontaneously, were intimate together), kiss her, ask her on "a date," we're intimate again, we're intimate again--she's going to see it as "a relationship." And I probably am too, and that's a big part of what attracts me to the Annie story. Except...
MorallyLucky's right--even if none of them know the details of what MC's doing with the others, they know he's spending a lot of time alone with a lot of attractive women. Even granting that none of them (except Nancy) seem to have any relationship experience, they have eyes, and in anything like the real world, they're going to have questions, they're going to deliberately suppress those questions, or they're going to decide they're cool with MC being with the others too. I don't know what other option there is.
And here's where I somewhat part company with Leinad_Savia: we have to assume, in the absence of evidence to the contrary, that these are each reasonable people, and that none of them is dumber than a sack of hammers. They're going to see what MC's doing, and they're going to draw reasonable conclusions from it.