Maybe he was feigning ignorance to the Emperor and had already learned at that point. He was plotting to overthrow the Emperor with Luke after all.
That seems plausible. Force-users being uncommon, combined with Skywalker, combined with Tatooine, combined with Obi-Wan being involved, leads to only one sensible conclusion. Vader should have figured things out not too long after the end of ANH.
I'm still hung up on the whole implausibility of Anakin and Padme not knowing she was pregnant with twins. Don't those people have the same standard prenatal screening technology we have on klunky ole planet Earth today??? So if the boy survived, Vader should immediately be wondering if the girl did too, because they should also know the kids' genders. And then start thinking about how many allies the Jedi would have had 20 years ago, where they could send a girl who is the right age and looks...yeesh, Vader could figure out Leia's identity by simple deduction about twelve seconds after he realized who Luke was.
And I might as well rant one more time at the implausibility that the twins' survival could have been hidden for very long anyway. The Evil Galactic Empire should have the resources to determine the truth about Padme giving birth. Dig up her grave, for starters.
Which reminds me, I got into a big argument over Xmas with someone who is convinced Lucas planned Luke and Leia to be siblings from the start, and peppered hints about Leia in ESB. I'm pretty sure we've had this discussion and determined there was a long-lost sister referred to in ESB, but Lucas didn't plan it to be Leia. Please confirm he's full of it so I can call him back and gloat.
"How is that possible? I seem to remember somebody telling me I'd killed my still-visibly-pregnant wife. But that just doesn't make sense, now. Hm. I guess this is a mystery only the Force can comprehend, you lying prune-faced jackass."

You should have written the dialogue. Tho Anakin should have been kicking himself that he ever believed such obviously self-serving crap without checking things out for himself, using the Empire's resources. And if Palps' tried to interfere, that alone is an admission that he lied.
Waitaminute...if this dialogue is in ESB, does that mean Lucas is blowing the Big Plot Twist for all the toddlers who are seeing Star Wars for the first time?

I certainly hope there's a warning sticker or something.