Well I could be completely missing the mark but… They were fairly good friends until the whole lockdown, then things were strained. I thought the apparently was a reference to the episode when Helen, Lou and Donna were alluding to Annabeth and Leo on the airplane when Josh and Matt were completely clueless to the discussion. And obviously they are friends enough again that Donna felt comfortable enough to ask CJ if she could stay with her for a couple of days because the twitchy chick from Treasury was subletting her apartment. But neither of them was comfortable enough to tell the other about the better offer they received for their sleeping arrangements (Donna staying w/Josh & CJ @ Danny's).