PERSONA DANCING ALL OVER MY SOUL
"I generally just tumble around."
Someone: Lucy and Alfendi don't get together in Mystery Room, so they aren't meant to be interpreted as love interests.
Me, An Intellectual: A romantic subplot would have been beside the whole mechanic of the game and detracted from an excellent woven story, so of course they didn't give it a focal point; even so, side characters make passing remarks and tease the two about having feelings for each other. Alfendi is first egged on about this, and as it's still early in the game, he is likely being genuine when it is suggested that him and Lucy come across as a couple. A couple chapters later, further into the story, when Lucy is then teased about it, we have reached a point where it is reasonable to assume that Lucy may be developing feelings for Alfendi, especially given her reactions. When being flirted with by any of the male side characters, she reacts with anger and (to some degree) disgust, though when Dolly implies that Alfendi and Lucy would make a cute couple, she becomes flustered rather than offended. Another detail of note is that when Dolly is teasing Lucy, she makes a point out of the fact that they are both 22- Lucy is rather young looking, and this clears up any worry that she would be underage, as Alfendi is clearly older than her. It would seem arbitrary to highlight Lucy's age during this scene in particular, if not for the purpose of insinuating that Lucy and Alfendi are with a socially acceptable age range to be a couple. The still images played in later chapters show bonding moments between Lucy and Alfendi, many of which resemble common tropes you would see in romance media (sitting across from one another at lunch, laughing together, Lucy tugging him by the sleeve excitedly while he has a half-amused grin, etc.); this allows the player to notice the implied feelings developing throughout the game without it being bluntly stated. As previously said, Mystery Room has a very cohesive plot and mechanics, and a romance factor would have stuck out horribly and created jarring breaks in the narrative. Also, they're adorable together.