Any lawyer who knows about an intimate relationship between a judge and a lawyer appearing before him or her certainly has a duty to report it. Nonetheless, matters like this are almost never reported - especially if they involve a judge.
I'll wager that in the Texas case very few lawyers will admit to having "actual knowledge" of the relationship, contending that riding to work in the same car and having the same address are circumstantial and that no one really knows what goes on behind closed doors (my apologies to Ronnie Milsap and Charlie Rich). Or that there's a vast difference between what one "knows" and what one can prove; can one have "actual knowledge" without having evidence of the type admissible at trial? Or that they both are outstanding lawyers who would never let their personal relationship interfere with their professional conduct (no harm - no foul).
Take the duty to report misconduct one step further. If a judge has a duty to avoid even the appearance of impropriety and a lawyer has a duty to report judicial misconduct, then to the extent this blatant appearance of impropriety was "common knowledge," doesn't every attorney who knew about it have a duty to report the pair and let the disciplinary system determine whether the relationship was an ethical violation by either, neither, or both of them? Or does "common knowledge" somehow change the duty?