Well its kinda canon that Haurchefant had a thing for the WoL. If this was only one-sided is left to the imagination and choice of the player. But they were never truly together..there is no other character right now that is truly interested in the WoL in a romantic way. One could say Aymeric but this is even more left for speculation (thankfully since my WoL's heart belongs to our dear knight)

FF14 is different from 8 or 9 since the WoL is not truly a established character with their own history, believe and so on but more of a "insert" of our own wishes so they could never truly have a canon relationship since not everyone would want their character with XY. We do show a little bit more emotion in HW but in the end we will probably stay a blank character.

So in the end there is a difference between games like FF8 were you play a character that is already there with his own story and games like FF14 were you can create your own character and thus having more of a blank character.