Methos is disinterested in Duncan, at least in the romantic sense.  But he's fairly well-anchored in his Adam Pierson personality at that point (and yes, that's the personality he constructed for Adam, not his real one, although more of his behavior/attitudes regarding his involvement in the Game/developed over time are close to his real ones than the rest of his attitudes because he hadn't bothered to manufacture attitudes for Adam because he expected to be taken as, at most, a new Immortal), and Adam's a lot more willing to be convinced to be interested in Duncan than Methos is, so there's Duncan/Methos.

But then one day, Joe dies or something, and he decides it's time to move on.  So he turns to Duncan and he goes, "Well, it's been fun.  You can buy me a beer in a couple of centuries."  And Duncan's all confused, because he thought it was True Love, and Adam was Methos's real personality, and Methos has to explain it in small words.