It is not like Mahendra is not feeling anything about their past life. He is seeing some strange dreams, it is just when he wakes up he is not able to remember anything. But he understand one thing for sure which is he and Anu are known each other for many lives.
He before going on a business trip decided to propose to Anu and start living with her, he doesn't trust marriage and was not willing to get bound in one relationship. He sees many people in his circle either taking divorce or having affairs outside, or unhappy with their marriage. He don't want to become like them so he choose to live with Anu.
He already tells his housekeeper, to make a room for Chinu and also for Vimal and Ishwar. Now when Anu and he are at comfortable peace then why not start living together. He is quite excited to start this new life.