I thought it wasn't quite official. Mary says that Captain Benwick does not come to Uppercross because,

Neither more nor less than his being in love with Louisa, and not choosing to venture to Uppercross till he had had an answer from Mr. Musgrove; for it was all settled between him and her before she came away, and he had written to her father by Captain Harville.

So it was settled between the young people and they were only awaiting his official approval. While there could be no doubt of his getting it swiftly, Anne could not see 100% for sure that the engagement was official. While mary is indiscreet in telling Anne, I'm sure Anne would not want to spread it any further till she had heard that Mr. Musgrove had given his consent. Benwick is being very nice as to decorum, (probably the Musgroves puzzle at him standing on cermony in that way), but Anne must take her lead from his behavior and keep quiet.