I don't think so. I think he's just obsessed with the idea of breaking her cause of the time her cold demeanor faltered as a kid once she witnessed Achille's death.
I once stumbled upon a spoiler about dion, and no he's not obsessed to her in a wrong way but also do not have a romantic feelings for roxanna. he's like those "misunderstood" brothers.
Uhh i’m on ch 37 and…does Dion perhaps like Roxanna….? Like in a romantic way or…??