Rogue and Magneto have a romantic history that might confuse fans of “X-Men ‘97.” This isn't unprecedented since the two characters were romantic in the comics.
The pair have a private chat and dance around their history in the second episode. Magneto says he should've kept people who cared for him close, implicitly including Rogue.
In the third and most recent episode, Rogue/Magneto haven't admitted the connection to their comrades, but they've been booking a lot of private Danger Room time.
Rogue and Magneto's relationship in the comics begins when they end up together in the Savage Land. They grow close, but nothing actually happens until an alternate timeline.
Rogue and Magneto are married in the alternate "Age of Apocalypse" timeline. Erik uses the same electromagnetic trick to let Rogue touch him as in "X-Men '97."