It's sort of in the dark about Dion; in my opinion, rather than it being romantic it's more of a 'we've been through the same shit and understand each other to an extent' type of deal. Ofc, his interest is shown in such a strange and twisted manner, but he probably doesn't know any better considering how he grew up tbh.
Hmm in my opinion he's either a sociopath or a psychopath. He doesn't have any regard when it comes to family, that's why he killed and could easily kill any of his family members. He just found his Sister's expression of utter despair (when he killed her brother) interesting and he could literally do anything to catch her attention and see her other expressions. He obviously doesn't love her since he lacks empathy. What he feels in simple words is obsession and as awful as it sounds it could be sexual too as long as it pleases his need to see her in despair or make her reveal sides of her onky he can see. He's just as disgusting as that brother we saw in this chapter.
So...does dion like his sister romantically too or...are they like in a relationship? I kinda got that vibe with the whole “follow me to hell” thing, but then the author showed fountaine feeling that way so then I was just wondering if Dion just likes his sister in a weird twisted older-brother way (like he wants her familial affection)? Like why did Dion team up with her exactly? Did I miss something?