What I took away from the Callen & Arkady conversation was that Arkady was like "you know, if you break my daughter's heart, I will hunt you down, regardless of you being married to her"...
But I'm sure that at some point Callen will take the leap, and ask Arkady/Anna the question...
The next episode's description sounds strange, if Bar Paly isn't going to appear in the episode... But I guess the episode will make it clear... Hopefully