They figured it out eventually.

↓ Transcript
The trio had packed into Ace's van.

"Ace, if this is a problem for you ..." Carly began.

Ace piped up, "No that's not it. I'm just surprised. Carly, you understand if I always thought you were a girl ..."

"Nicest thing anyone's said to me all week," Carly smirked.

"But Rocky," Ace continued, "I feel really bad about thinking you were a guy."

"Ain't nuthin', Ace." Rocky said. Gesturing back toward Carly, Rocky said, "We dated a couple times."