Ok hear me out. Yes, there's sexual tension as you read the new chapter but not because D...

Ok hear me out.

Yes, there's sexual tension as you read the new chapter but not because Dion is sexually attracted to Roxana.
This became apparent to me when Roxana said Dion wanted to see her cry.

Now I get what the vague meaning behind their conversation is.

Dion is obsessed with Roxana because he hasn't seen someone in their family cry and breakdown like that upon seeing the death of a sibling or relative (since they're all supposedly evil in the family).

Roxana teases Dion about his obsession with her, saying how he badly wants to see her despite Roxana showing him her disinterest/disgust, and Dion says she's not honest about her true feelings about her (which is, she's not only disgusted about Dion but that she's also afraid of him). Dion likes the idea of Roxana fearing him because that means it's gonna be easier to make her cry.

Also, Roxana mentions Fontaine and compares him to Dion (if they're just sexually frustrated about her) to inform Dion that Fontaine wants to bed her, in the hopes that Dion does something about that information (possibly to cause the 2 to fight, obviously Fontaine will die if he does fight Dion).

This is all just my understanding of what's happening. Dion could possibly be sexually attracted to Roxana for all I know, but right now, this is how I'm perceiving the situation.