This is quite an interesting situation. Certainly after the events that happen between them, and with the amount of time they spend together, surely something is going on.
Eli hints towards "procreation" and alyx doesn't appear offended, rather embaressed, possibly showing that the thought may have actually crossed her mind.
However it was hinted in an interview, as well as outright stated, that a deaf character will be included in episode 3, the hinted meaning being that the person was actually alyx' previous lover. This also might hint that alyx knows sign language which is quite interesting.
It would be nice to see this situation develop in to something of a good ending, that is of course, if gman doesn't have other plans. The jerk.