I've never read/seen Konosuba, but I get much the same impression.
At the start they cared about eachother about as much as everyone else on the group. Just bunch of assholes that were still friends.
But Megumin and Kazuma looked like they could go in a romantic direction towards the end of season 1. At least pixiv took to that angle. But that didn't pan out and now, these 2 sort of get along better than most, while still annoying each other a lot.