Possible plot hole in Lucky Number Slevin

When Slevin returns to the apartment after seeing the Boss, he notices (with surprise) an article about the accountant going missing, and mentions to Lindsey that he saw him dead in the freezer. Considering Slevin and co were behind the accountant's death in the first place, he wouldn't have had any reason to be surprised at the article, or any reason to mention it to Lindsey - considering she wouldn't have known anything about the accountant's connection anyway, so there would be no need for him to "keep up appearances" with her about that matter.

So then why did he act surprised? Obviously it's for the audience's benefit, to keep us thinking that Slevin is indeed a random unlucky guy. But once the reveal is made, that element seems to fall flat, and not work within the fullness of the story. As opposed to the flashback we see of Slevin talking to his friend about coming to the city, which can easily be explained as the narrator lying to us (and Lindsey, as in this case was necessary).

Or am I missing something that I haven't yet considered?