Whether you see Obi confessing to liking both Zen and Shirayuki as a love triangle or a potential polycule, I think it's so fucking special and important that it happened.
If it does remain a love triangle, it's the healthiest love triangle I have ever seen in media and is certainly the only properly accurate love triangle I've seen. I say this truly and genuinely.
Obi has never shown any jealousy toward Zen and Shirayuki's relationship, nor any interest in getting in between them. He has, instead, dedicated his life to making sure that they are both happy and safe. What truly makes him happy, is seeing them happy.
While he has shown to be contemplating and waiting for the right time to confess to Shirayuki, he has been meticulously careful regarding when he will do so, so that it will not get in the way of or distract her and Zen from their goals.
And if it does become a canonical polycule, well, it's important because it'd be one of the few true canonical polycule ships in media, at least I've seen. It's also important to remember, in regards to this, that Zen confessed back.
Perhaps most do not interpret Zen's, "I've been a fan of yours for a while" statement as romantic, which, so be it, you are free to believe whatever you wish, but in the middle of a romantic confession from Obi, I personally cannot interpret it any other way.
Shirayuki has continually reiterated how important Obi is to her, and how he inspires her just as much as Zen does. How his arrival in Lilias made it clear to her just how much she wants to move forward with her goals of being the best herbalist and "ally" to Clarines and Zen possible, and to earn Izana's respect, by aiming to work as Wirant castle. How him just being there motivated her to truly choose and cement that as her goal.
So, if it is revealed, at some point if and/or when Obi finally confesses to her, that she also returns those feelings, than I know that it won't be a surprise, "out of the blue", or "forced", as I know some people will certainly try to claim it is.
And, of course, Obi's canonical bisexuality alone makes him, his relationships to Shirayuki and Zen, and the confession, extremely special. Bisexual men do not get a lot of rep in media, and if Zen truly does love Obi back, as I wholeheartedly believe, then that would make two bisexual men in one series.
I also think Shirayuki is bisexual, with several instances of her shown to be in awe of, and blushing, at pretty women, including Kiki in the bath scene. So, that makes THREE bisexual characters, in one series, all potentially in a love triangle OR future polycule.
In any case, I adore zenyuki, and while I don't ship specifically obiyuki by itself, I do ship obizenyuki, and whether or not their relationship stays as a love triangle or progresses into a polycule, I'm happy.