To the point we're at in the aired episodes, they've not only not gone there, but they've made it clear (possibly even at times explicit) that there is not a direction they're at all interested in even considering. The show's taken that romance trope and actively given it a platonic twist, and it's a continual delight to me to watch a show where the male and female lead have no UST at all.

Can't promise anything about the future of course, but... My sister and another friend were discussing this on Twitter just yesterday too, and I agree with what my sister said, that she doesn't think Lucy Liu would stand for it. :-)