There is no overt romance. There are only a few hints, but yes, those hints are in the Athena direction.
No other character has ship tease with Yoshichika, if I remember correctly.
I am actually intrigued in the Goddess and Gods mentioned with the Human characters because Athena is one of the best you can have out among the Olympian Goddess she is one of the most dangerous because she has the skills to defeat Ares on his own terms and has the intellect to manipulate just about anyone even Zeus, and she is the War advisor to Zeus when it comes to planning wars against other Gods and in war the Advisor has a great deal of control over the ruler.
Don't worry, this is "Athena" from Tetra-Heaven.