Alex, Rob, Deena, Jenna and HeiDDi were all supposed to be in alliance, and planned on voting off Matthew next. When Alex won the coffee challenge and took Jenna with him, Deena seized the opportunity to pull Rob, HeiDDi and Christy aside and convinced everyone that if Matthew won immunity and couldn't be voted off, it should be Alex instead. She then instructed everyone not to tell Alex (of course) or even Jenna.
HeiDDi, of course, could not wait to drag Jenna aside and tell her as soon as she got back to camp, and Jenna immediately told Alex.
I don't see how anyone in the Survivor forums could know that Jenna is the winner, since for the past 2 seasons at least they've waited and either actually voted, or at least counted the votes live. They may know that Jenna is in the final 2, which would be bad enough.