One of the plot threads appears to be Felicia keeping her relationship with Peter a secret from MJ, so Felicia may be worried MJ herself will s*it on her for trying to help Peter move on from her.
There has been nothing 'romantic' about their relationship since it was established, all they've really discussed at length together is business (the Krakaon drugs thing...oh, whatever happened to that and Anna's health?), Paul said they would 'celebrate' but that could just mean something more formal. Paul was the one who said he "loved her too" but half of that conversation was about MJ telling him not to check in on Peter, so he could have said it sarcastically because he knows MJ still loves Peter and was more concerned for him. I'll give Wells credit in that we never heard what MJ was saying at that point in the story.