My point exactly, even if one of them (or both) married, it would not have to mean they wouldn’t get together at a later date, or now for that matter.
For example I assume having children is something that would be strongly expected from both of them, being immune and Lalli a noita related to other powerful noita. They could well marry women and have children, and the whole thing could be based on all parties knowing and agreeing the marriage is to produce children and their real partnership is with each other.
Or, they are perhaps not very skilled with emotions, so one or both could easily be seen as “floating” into a heterosexual marriage because that’s how it tends to go, and then realize later that you are not supposed to feel like your marriage is nothing but a chore.
Even saying out loud “I’m not gay” could well be denial, or missing understanding of oneself, or just confusion of a youngster.
We don’t really know anything about relationships and family forming customs in the Known World, so we can come up with anything