I heard the director said sometging about executive meddling stopping him from having their romance happen in the show, but apparently, it's like Ryuko and Mako from Kill la Kill, confirmed canon by the creators, but not allowed to be shown.
^ It's still a great show, and while the company did stop their romance being shown on screen, the director himself confirmed that's the direction their relationship is meant to go, so you can enjoy an awesome anime, knowing that after the timeline of the series, these 2 will get together.
You know, for a long time, practically all fanfiction/fanart in the net was about shipping characters who were never romantically involved in the original work. Why was that? Because people saw sexual chemistry in their interactions and liked to imagine them together, so they did. It's that simple.