I don't think Anthony leads him on, what should you do if someone has a crush on you and you don't return the feeling but like them a lot as a friend? Should you totally reject them? I don't think so as they have not done anything to offend, hurt or betray you. So Anthony is doing what most people would do the same [living in one house] situation and being a mate, chatting talking and spending time with Craig. To lead him on would mean he was touching him, flirting with him or more. I haven't seen any evidence of that.
As to Craig's jealousy, I think it is getting a bit OTT but I do understand it, as I remember being there when I was young myself. [I got married at 20 so it has been a while]