Jake wasn't the first member of the McKinnon family introduced anyway, and he also wasn't the first one to interact with the Love family. M.J. came first, and she was still in Bay City with an active storyline when Reginald and Mary appeared. Before Jake, M.J.'s teenage brother Ben dated Marley and Donna disapproved, in a mostly general class snobbery way. But since neither family was meant to be new to Bay City there was nothing in the storyline about being surprised the people existed.
Reading the AWHP synopses I see that when Ben met Marley at first he let her think he was wealthy. Since they hadn't grown up together and Marley must have been too young to be aware of Mary and Reginald, there is no reason why she should have known anything about the McKinnons. The fact that Jake and Victoria grew up together in Pennsylvania is more peculiar.