Nico was trying to learn to trust. He wasn't that good at it yet - well, honestly, he wasn't good at it at all, but he was trying to learn to be a better person and not constantly question people's motives and actions. It was hard for him, but he was trying. So he trusted that Marco and Star were just friends, and that if it was more than that Marco would at least have the decency to tell him.
"I just hate when everything gets screwed up. It's like the town likes making us miserable. Like we're just labrats or something."