There is a very simple reason why Cassio appears to be ignorant about the marriage of Othello to Desdemona in these lines. The truth is that he didn't know about it. Let us remember that we are told in Act I scene 1 that Othello and Desdemona have married very recently and in secret. This is news to Roderigo, who clearly wanted to marry Desdemona for himself, and thus we can infer that it would be news for Cassio too. The sudden and secret nature of this marriage would have meant that even those closest to Othello, such as Cassio, would have been kept in the dark until Othello chose to reveal it, or until others did the revealing for him. Therefore, Cassio is not feigning his ignorance in the section of the play that you have identified. He is genuinely surprised at an action that shocked many.