Sasha and Milla's relationship is complex. Powerful psychics working together in dangerously violent secret missions. Opposite personalities. Milla's personal history gives a strong disposition to protecting children. Sasha's trains young psychics by any means necessary.
Sasha's Prussian reserve conflicts with Milla's party girl attitude.
Sasha lives at the camp in a dark secret underground laboratory. Milla commutes in a sports car. Milla teaches in the sunshine, floating on a lake. The work on opposite sides of the surface of the earth. Sasha is severe. Milla is flamboyant.
Even the two aspects of their jobs conflict. Training psychic children and performing missions for the PSI Corps. Milla is very female. Sasha equally masculine.
Milla's secret room shows her nightmares despite her carefree exterior. Sasha's Megacensor hints at volcanic possibilities. The final image in "Milla's adventures" shows the two as close together as possible. Milla with a warm smile. Sasha as unbent as it's possible for him to be.
But even an intimate personal relationship might not cause Sasha to acknowledge Milla's levitation abilities. Which would really explain Milla's tone when saying "I didn't know he noticed."