Because Terry Benedict is a control freak with a huge ego.
Remember that Tess was the curator at the museum inside the Bellagio, which Terry Benedict owns. I'm sure that Benedict found it inappropriate to show Tess any type of affection while at the museum.
Also, the scene in which Tess and Terry are holding hands at dinner also had Danny Ocean at the table with them. Terry Benedict is being overly affectionate because Danny Ocean was with them. Terry only reaches for Tess after he sees the way that Tess was looking at Danny. Terry just wanted to rub it in Danny's face that he had Tess.
Director Stephen Soderbergh explains Terry Benedict
Benedict is a megalomaniacal control freak and ruthlessly expedient.
If you notice Terry and Tess together at the big fight, there is no real affection being shown between the two. Terry Benedict only shows her affection when it benefits his motives.