Alex knows of Marceline and Bonnibel's falling out because she started it.
According to her, she doesn't want to talk to Finn and Jake about it since it's not their right to know about it. On the top of that, she reveals little information on it to them by saying that she tried to be happy for the two girls, but just can't.- Confirmed at chapter 10.
Finn and Jake are actually brainwashed and mind controlled by Alex
