EJ treated him well until she was sacrificed on the the altar of Tiva. Jeanne treated him well before she knew he was lying to her.
Also, when he's serious about something or someone, he keeps it a secret - look at his relationship with EJ, his Rota promotion, his heroics in saving the boy from the fire which made him want to become a cop - all serious things in his life and all kept from the team.
Also, everyone goes on about how much Tony loves Ziva; very few say anything about Ziva loving Tony. Even she didn't say it - the exact phrase she used was "you are so loved" not "I love you".
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