McGee says he's worked with Bishop "just over four years," but Emily Wickersham (Bishop) joined the show in November 2013, so it's actually been exactly three years.
When Bishop's brothers are trying to figure out who her boyfriend is, they're suspicious of McGee and only move off of him when he suggests they look at Torres. Since he knows it's not him, a more obvious way for McGee to deny it would simply be to tell them that he and Delilah are engaged.