As TB mentions, Paulie was probably suspicious, but didn't know for sure. We have to remember that Rocco was a fairly new guy in the family. Beside being cautious, Paulie could have also been exercising his muscle a little; showing he was in control by asking Rocco to move over.

In previous discussions on the board we have talked about the ego and greed of the criminal mind. They think they can't get caught and they always want more. Most likely Paulie thought he was "expertly" playing both sides of the fence. Taking Clemenza to look for gooda spots would have been primo info to bring back to Barzini.