IIRC, their own voice actresses have actually said that they ARE a romantic couple -- or at least, the VAs see them as such and the rest of the creative team did not contradict them.
Yeah, we used to yet almost yearly live events and many articles and interviews from Megami and Comp Ace, but NanoFate's relationship/family/marriage is something from the anime and manga that just happens to get reconfirmed by the extra material and the staff.