I can run through a few options here, but I know of no canon source that answers this point, at this point in time.

Euron never realised that Tyrion knew this prior to his own knowledge

Even if he's not the most clever character, he must realize ...

Must he? There's a host of emotions that can run through any person at any given point in time. Euron is pretty arrogant and cruel, he may have been paying more attention to what he saw as the pathetic sight of Tyrion begging for Cersei to hold back. He may have been expecting Cersei to let arrows fly at Tyrion at any point in time. He may have been paying more attention to the dragon, to Missandei in anticipation of her execution.

He may have been paying attention, and still not have realised the implication; after all, plenty of viewers didn't instantly realise it until it was pointed out to them.

Euron may think there is another explanation

While he may be surprised that Tyrion knows, there are other explanations for how Tyrion gained that knowledge. The possibility of spies is ever-present, and Varys is considered to be a competent spymaster.

Euron does not care

So let's say he concludes that Cersei lied to him personally about the baby being his. Cersei is still acting as if the baby is his, he has every expectation that the baby will be publicly acknowledged as his, etc. Is this something he would want to make a fuss about? Pretty much the only thing we're shown him to care about is being in power, overpowering people he has power over, and that he has fucked the queen*.

If the child is acknowledged as his, and therefore gives him a stronger hold on power as Cersei's consort, does he have a reason to care?

*And later, something about being the guy who killed the Kingslayer.

I can run through a few options here, but I know of no canon source that answers this point, at this point in time.

Euron never realised that Tyrion knew this prior to his own knowledge

Even if he's not the most clever character, he must realize ...

Must he? There's a host of emotions that can run through any person at any given point in time. Euron is pretty arrogant and cruel, he may have been paying more attention to what he saw as the pathetic sight of Tyrion begging for Cersei to hold back. He may have been expecting Cersei to let arrows fly at Tyrion at any point in time. He may have been paying more attention to the dragon, to Missandei in anticipation of her execution.

He may have been paying attention, and still not have realised the implication; after all, plenty of viewers didn't instantly realise it until it was pointed out to them.

Euron may think there is another explanation

While he may be surprised that Tyrion knows, there are other explanations for how Tyrion gained that knowledge. The possibility of spies is ever-present, and Varys is considered to be a competent spymaster.

Euron does not care

So let's say he concludes that Cersei lied to him personally about the baby being his. Cersei is still acting as if the baby is his, he has every expectation that the baby will be publicly acknowledged as his, etc. Is this something he would want to make a fuss about? Pretty much the only thing we're shown him to care about is being in power, overpowering people he has power over, and that he has fucked the queen^*.

If the child is acknowledged as his, and therefore gives him a stronger hold on power as Cersei's consort, does he have a reason to care?

_{*. And later, something about being the guy who killed the Kingslayer.}