Nora was unaware of Dr. Rank's love for her for several reasons. Perhaps first and foremost is the structure of society at the time. In the society in which Torvald and Nora lived, it would have been unthinkable for love to be demonstrated between people with no right to love, as is the case between a married woman and another man. It would be equally unthinkable for Nora to entertain the possibility of another gnetleman being in love with her. This social value didn't always hold true for other countries, like France and Italy, during the same era.
The second reason is Nora's own narrow focus on life. She had managed, through unexpected circumstances, to carve out a slice of autonomy coupled with independent thought and action for her life, and she was intently focused on it all through the ensuing years. The macaroons symbolize this attained autonomy and demonstrate her devotion to and absorption with her slice of autonomous life.
The third reason is Nora's own good moral character coupled with her simplicity and innocence of mind. This is not to say that she is simple, for she has proven otherwise, but for her the world has a very simple order of operation. Part of her pleasure in her autonomy--and macaroons--is her belief that she herself is the only one who has stepped aside form the ordered operation of life.
The fourth reason Nora didn't know is Dr. Rank himself. The social convictions that ordered Nora's view of the world are the same ones that ordered Dr. Rank's. If Nora had everything to lose by having a love affair while married, Rank had even more to lose than she because he had a public rank that she did not have. Were his secret to be known, he would be estranged and censured socially, as would Nora; he would be deprived of love and friendship, as would Nora; he would lose his standing and high rank as a doctor. This last is something that Nora could not suffer since she had no public rank.
In summary, it was in Dr. Rank's best interests all around to keep his secret to himself; this is very different from our current society in which "full disclosure" is now a guiding (and sometimes misguiding) principle. The proof that his motive was compelling and that he succeeded in achieving a serious goal is that Nora did not have a glimmer of a suspicion; it was a happy benefit for Rank that Nora's unsuspecting nature aided him in his goal.