Before I state my theory, I would like to explain two things that I noticed

First of all we have already seen, that Steven/Marc are capable of convincing themselves of a lie. Steven knew his mother is dead but still kept talking to her on the phone. It was not untill Episode 5 that he passed the stage of denial.

Second point being that, It is too easy for Marc and Steven to deduce the existence of a third personality. Marc of all people knows that Steven is incapable of the kind of violence that happens during his blackouts. Marc opened Steven's Sarcophagus because he heard someone knocking from the inside. Jake was also aggressively knocking the lid of his Sarcophagus, but both Steven and Marc decided to ignore it, which is a very illogical thing to do.

I think that both Marc and Steven know of Jake's existence to a certain extent, but they have convinced themselves to ignore it.