CJ's intelligence has always been nice ((first event at the library with Teresa)). He has been oblivious to the whole Jamie situation because he grew up thinking his Bro was a guy. And everybody just keeping it going for the joke (in reality it was because they tough it was up to Jamie to say something). didnt help him either.
Hell, at best, CJ tough his best bro was an affeminate guy, and he was fine with it until Jamie kissed him, that's when things got weird or him.
If you grew up thinking Pink is black, and nobody ever corrected you on it, you would still think pink is black.
Is CJ supposed to doubt the gender of his best bro out of nowhere?
Hell, even Leah starts calling Jamie "him" around CJ just for the funs.