Just a quick search shows that cultural context is important. It's not unusual for young/teenage girls in Japan to hold hands with their female friends. And considering the artists and developers are in Japan, this could be used to communicate their childlike innocence, especially as Ryne has been shown in that style most of the time we've known her.

Could they be gay? Sure. But seeing them holding hands is not proof that they are.

Also people wondering about why Lahabrea he's on Gaia's side I don't think means he's connected to her since Gaia is also in a mirror on Ryne's side. Though I do find it interesting that he's lurking in the image at all, and wonder if he'll try to mess with the progress we've been making trying to restore the first. He has no reason to cause a calamity for the rejoining since he's not bound to the will of the original acians, so he could just to try to destroy the first for the fun of it.