I wonder how much of Wick's obliviousness is, like, willful on his part. With what we know about Wick and the little we have about his home life, I get the sense that he'd be dreadfully unhappy with his situation were he even a little more cognizant of it.
Like, Wick so desperately wants to be useful. I think a really definitional early moment for him is at Thjazi's wake after his confrontation with Hal, when Loza Blade, a total stranger, approaches him with a request, he immediately leaps on it. In the aftermath of a failure to help someone he cares about, where he refuses Hal's comfort and stresses that his failure matters, he immediately leaps at the opportunity to try and help someone else. I think that's very telling about who he is!
And someone like that would probably be pretty unhappy to be held at arms length and not allowed to do things of real importance, which Wick definitely was with Creed business. There is actually some level of awareness Wick has of this, cause when Yanessa mentions there's things she's kept from him, he has a ready framework for what that means. He needs to be "promoted" within the church in order to have access to certain things. He definitely knows that his attempts to "fix" things, like with the "misinterpretations" of the Creed regarding the Fae haven't panned out. There's gotta be some level of him just. Squaring that circle in his brain. Maybe refusing to put things together until he has no other choice.