I am on a roll today, so I will just expand the list of reasons why their relationship can be seen as having romantic undertones in my opinion.
In the trailer and in the loading screen, their room is shown to have one double bed instead of having two single beds.
In the game, refurbishing the manor is optional. However, there is already one bed in their bedroom for obvious reasons - because where would Sherlock sleep if you don’t refurbish the manor? The question is, why is Jon‘s bed optional and where would he sleep if you don’t refurbish the manor and buy his bed back? Right.
The whole „we have booked only one room in the hotel and we only need one key, because we will be together all the time“ conversation BEFORE Jon is revealed to be imaginary. Plus Jon smiling at Sherlock as he says that. Of course they share a room, it’s questionable if Jon can exist in a separate room at all, but… the fact that it was explicitly addressed is just… hmm let’s say the first reaction of everyone I know when I show them the scene without context is „oh are they a couple?“
Jon lying around in seductive poses in the most inappropriate of moments and making comments a la „I would look so good in this uniform“ or „I look so good in this room“ (these are no direct quotes ofc but depending on the translation, that’s what he is saying basically). If we see Jon as a product of Sherlock‘s unconscious, these lines are ultimately Sherlock seeing a room with a nice satin doble bed and immediately going „Oh Jon would look so great on this bed if he lay around like one of Jack's French girls“ sorry not sorry.
Sherlock imagining Jon‘s shirt being open and also a little too tight. Because Jon looking Like That is Sherlock's imagination.
Sherlock and Jon carving their initials everywhere like most teenagers do when they have a crush, lol
Jon basically being Sherlock's biggest fanboy, who cannot stop showering him in praise and who keeps writing in his diary how important it is to him to be close to Sherlock.
Sherlock calling Jon his anima.
Sherlock saying how only music can move him, and Jon being able to play every single music instrument in the world, and always doing so whenever he sees one, because obviously, Sherlock loves listening.
And since I'm listing things, I will continue the list with things, which I love about these two, no matter if they can be seen as romantic or not!
Sherlock considering Jon's feelings in every situation. Even after the biggest fight they have in the game (the M for Mystery case), Sherlock cannot let Jon misunderstand his words and feel hurt or unwanted.
Sherlock telling a police officer that "he is not alone, but with his friend", even though it's obvious that there is nobody else there. Because to Sherlock, acknowledging Jon has higher priority than what people think of him.
Sherlock crying for Jon during the Hamlet play.
Sherlock making Mycroft buy Jon a bed.
Jon lying to Sherlock, that a random skull belongs to Siger, only so Sherlock can have closure.
In the "Jon did it" ending - Jon taking the hit for Sherlock, whenever Violet becomes violent.
In the "Jon did it" ending - even though Sherlock is convinced Jon has killed his mother, he still embraces Jon before he shoots him, because he sees that Jon is scared. And yes, Jon wanting to embrace Sherlock, while being fully aware he is going to die by his hand.
Sherlock narrating 3 of the endings, and in 2 of them, he is talking to Jon.
Sherlock crying when he meets Watson, because he reminds him of Jon
Sherlock's pain when Mycroft mentions Jon in The Awakened. Sherlock immediately picking the violin, because it's the only way he can cope with emotions.
Sherlock struggling to say Jon's name during the "The Dreams of Children", because it hurts too much.
Sherlock not giving up on the idea, that Jon might come back, calling out for Jon every time when he is in distress even 2,5 years after Jon's "death".
Sherlock describing Jon and his mother as the best part of his family.