I'm positive that Rose and Bernard were the first ones to realize where they were in the flashsideways.
First we hear Rose say "You can let go now" twice to Jack after the turbulence in the plane (almost as if she had those near-death flashes then and realized where she was). THEN we see Bernard coming from the toilet and he says "I almost died in there". Rose replies by saying "I missed you". Just the way she says that, in such a peaceful tone and if she had been missing him since a long time. Bernard replies with "I missed you too, beautiful". He just had gone to the bathroom! It's almost as if they were saying this because one of them died before the other and hence they missed each other.
And let's not forget how shady Bernard was acting when Jack went to meet him regarding Locke. "Oceanic 815, I sat across the aisle from you. Memory serves, you were flirting with my wife Rose when I was in the bathroom. That's pretty weird, huh? Maybe you're onto something here."
It's like they realized it much sooner than our LOSTies and they just continued living in the flash-sideways, not like Desmond though, they weren't hell bent on making people realize where they were. They had realized it and they were just waiting for the others to realize it in their own sweet time, till then they were just acting like a gentle, loving non-interfering couple, just like they were on the island.