I REALLY love this couple :) They HAVE been getting closer in season 3 and the manga - a shame they wont take it to it's logical conclusion :( I'll just hope for some good doujins and fanfics for them :)
So from what I understand Zafira is giving details of the mission to Nanoha and Fate, I think a strangely high number of girls are running away and they want to capture one of those girls to try to discover why this is happening, since going undercover is not their type of work they're going to be rewarded later for doing this, I guess we can also assume this is before StrikerS as after it Nanoha stops working to take care of Vivio.