Yan Fei comes across as a cold hearted attorney. There is no indication of her having a fancy for Aether. Or are you just talking about friendship? If so, Aether seems to be a friend to everyone – even Sara has vibes for him.
The closest we got to any character having fantasies involving Aether is Ayaka, who seems to be noticeably disappointed if you emphasize how important your sister is to you.
I can only speak on behalf of playing as Aether in the original script. I’m not sure if things are different for Lumine, or in the English, Japanese, or Korean dubs.