Guys, I asked this question and he answered it!
Alex Perez: Sure. So, I don’t want people to think of it as a sort of romantic undertone, though there is a partial tension there. It’s more along the lines of Yelena being the one who understands Bob the most. Sure, he’s friendly to the New Avengers, but if Yelena were in trouble, Bob would literally burn down Heaven and Earth for her to save her.
Hell, here’s an in-movie example. During the movie, Bob really doesn’t want to use his Sentry powers to avoid risking unleashing the Void. But later on, with Yelena’s help, he willingly uses his powers to try to save the multiverse, knowing full well the risk he’s taking that he’ll become the Void and kill everyone. And the only reason he agrees is because Yelena asks him to.