Denny was with Wickham when he and the Bennets saw Mr. Darcy ride up with Bingley, so there is every reason to suppose that Denny, like Lizzy, saw the reaction of the two men.

Mr. Denny addressed them directly, and entreated permission to introduce his friend, Mr. Wickham, who had returned with him the day before from town, and he was happy to say had accepted a commission in their corps. (Ch. 15)

But Denny is a gentleman (we may assume) and, no more than Lizzy, would presume to query Wickham about the reasons.

Mr. Wickham was therefore at leisure to talk to Elizabeth, and she was very willing to hear him, though what she chiefly wished to hear she could not hope to be told -- the history of his acquaintance with Mr. Darcy. She dared not even mention that gentleman. Her curiosity, however, was unexpectedly relieved. Mr. Wickham began the subject himself.
...
Elizabeth found the interest of the subject increase, and listened with all her heart; but the delicacy of it prevented farther inquiry. (Ch. 16)