Honestly Trish x Dante is weird, solely by the fact Trish is literally made on purpose to look like his mother by Mundus, so implications of a romance raises questions for even being attempted
Is anyone here actually gonna smash with a woman that looks like your mom?...let alone want that more if given a choice?...
Even if Lady x Dante isnt supported in canon, cuz they said there aint anything between them, they got far more in common, especially by how DMC3 had both try to handle family issues and importance of it
Also at least the first time when watching the scene after their battle, it gives the impression Dante was going for that on her, cant blame some people for thinking that, not everyone is gonna dig deep into tidbits like here