Here's what we know:
* They have a strong bond: They often work together, though they frequently clash due to their differing personalities.
* Respect and trust: They respect each other's abilities and have learned to trust one another over time.
* Mutual teasing: They tease each other playfully, indicating a comfortable level of familiarity.
* Knuckles is easily flustered: Knuckles gets flustered by Rouge's flirtatious nature, but it's unclear if this is romantic interest or just his natural awkwardness.
Ultimately, the nature of their relationship is left open to interpretation. Some fans see their dynamic as romantic, while others see it as strictly platonic or even a friendly rivalry.
The games and comics don't provide a definitive answer to the question of whether Rouge loves Knuckles. However, their close relationship and playful interactions make for a compelling and entertaining dynamic that fans continue to enjoy.