This really isn't that bad a relationship.
It's pretty clear that Nunnaly isn't truly against Lockmann's company. Until he is intentionally irritating, but even then, it's not deep animosity. They never aim to do anything permanently damaging to each other.
Lockmann had lived with girls swarming him and being a lady's man. The fact that he can be more true to his actual self around Nunnaly shows his level of inherent trust. Trust which started from childish arrogance, and is a holdover from their first meeting, but he does inherently care about her. Since she ultimately does put up with his real personality, which is something most others don't even get a glimpse at. Let alone acknowledge existing.
Nunnaly herself was forced to acknowledge Lockmann from their first meeting, but that ultimately fueled her competitive spirit. A spirit which helped create a trauma of sorts, but is a side effect of her own mentality and personal goal warping to specifically beat Lockmann. She initially was shown to dislike the school atmosphere and nobles as a whole. She always had the "I'll show you nobles" attitude. Lockmann happened to make her focus on him from the get go, and still persist to present day. Nunnaly never aimed for romance and never considered it, but it's not like she herself is against it. Not when her school friends were quite into pursuing romance. She didn't call it stupid, but pondered it.
First impressions are hard to change. Their relationship is definitely not a run of the mill idealistic sort. But there is a deep level of care in both for each other. Not born from an ideal scenario or a necessarily picturesque romantic setting, but it's there.
As Nunnaly's coworker put it, they're friends at least. Lockmann likely has a romantic interest while Nunnaly is still focused on her own end goal. Something Lockmann probably likes rather than a multitude of girls' endgoal just being to marry him. I mean he did take concern in Nunnaly's work immediately upon her teleport mishap.
Now personally, I do wish the focus was a bit more on Nunnaly's work and worldbuilding. It's more interesting than the romance in general. But that's clearly going to intertwine with at least Lockmann.