He says it before, when he and Lena meet at the club during Lena's work there. While you could make a point that this was before the sea trip photo session and things could've changed since then, Lena doesn't mention this possibility at the start of Ch.14 when she discusses her Axel situation with Ivy, even on paths where Cindy and Wade had a messy breakup. She just tells Ivy that according to Axel he and Cindy aren't sleeping together and how this makes Axel's actions even more confusing.When does he say this? I don't actually recall talking to him after the beach chapter.