I think this is another example of JA's timeless knowledge of human nature. Anne thinks the whole world must be interested in the same person she's interested in, when it's really not true.

Actually, in the next paragraph (a few days later) there's a little clue that Anne, at least, is convinced that LR really didn't spot CW.

If she could only have a few minutes conversation with him again, she fancied she should be satisfied; and as to the power of addressing him, she felt all over courage if the opportunity occurred. Elizabeth had turned from him, Lady Russell overlooked him: her nerves were strengthened by these circumstances; she felt that she owed him attention.