When Keith rescued Shiro, they exchanged familiar phrases of
“It’s good to have you back”, and “It’s good to be back”…
“How did you know to come save me?”
But Shiro never thanked Keith for it.
Instead, Shiro turns to the others and thanks the others, as they’re outside of his inner group. He walks from the right side, where he and Keith are close, to go to the other side to meet the others.
This means that from the start, they had a relationship close enough where Shiro doesn’t have to.