What do you guys think? I am personally a strong supporter for this couple. They both seem to have a strong bond, and I personally think that Lenalee has feelings for Allen that are stronger than mere friendship.
When Lenalee believed that Allen was dead during the Suman incident, she was more depressed over his death rather than Suman's death. Generally, she has always been more concerned and observant about his well being (as seen in Anime Episode 52).
They also shared that same strange dream as well.
When she was fighting that Level 3 akuma, she and Allen seemed to simultaneously have a memory.
Someone even mentioned that Allen has pretty much been like a "Prince Charming" with the way he has saved and helped her after he returned to the fight. That would definitely be an appealling character trait for her.
He kicked Lavi when he told Lenalee that she will probably never get a boyfriend if she doesn't act differently.
We have yet to see Lenalee and Allen interact with each other after she found out about his dark secret, but it has been implied that she probably feels the same way Miranda does if not more so. I think she looked the most disturbed when Allen said that they should kill him if the absolute worst happens.
Finally, when Cross said that Allen may kill the one he loves if/when he becomes the 14th, I think that could be Lenalee.