Zen’s name comes from the Police album “Zenyatta Mondatta”. The lead single on the album is about a teacher having an inappropriate relationship with a student.
Ana and Rein are Canon (they have voice lines showing their feelings), McCree and Echo are slightly hinted at and Junk + Mei has something not sure what it is
You forget that Mondatta was basically a teacher to all shambali monks, since he was their religious leader and that Zenyatta is the only monk we known who also shares the title Tekhartha.
That and Zenyatta misses him greatly.
(nobody will have a single issue if it would be relevealed canon character had a relationship with a canonically dead person either, but I also love the sads)