Fans have been adamant about the sexuality of these two for several years now.
The Umbrella Academy's Number Two, Diego Hargreeves, and his girlfriend Lila are the unofficial bisexual king and queen of the fandom, even though the showrunners have never established canon sexuality of either of them.
In the case of Lila, she has been portrayed as a pretty open-minded person, albeit controversial and reserved. In season 3, when Sloane easily jumped on the scientific stuff about the Kugelblitz, Lila noted that she thought it was hot – with fans immediately seeing the line as the confirmation of Lila's bisexuality.
With Diego, many fans have paralleled him with 'Supernatural's Dean Winchester – another famously "bisexualized", if only by fandom, character who, like Diego, is portrayed as overly aggressive, masculine but sensitive inside.
Diego and Lila are clearly in love with each other, but many people think bisexuality, among other things, is largely what brought the two together.
"him and lila are both chaotic bisexuals and that's why they have so much chemistry," – @MALIGN4NT.
While people are almost confident about Lila, Diego is bisexual "just because", and the fandom seems to be perfectly fine with it.
"Anyway diego and lila are both bisexual it's 100% true. notice how she said she slept with many "people". yeah and diego is simply a bisexual because he just is. thank you for coming to my ted talk," – @DECKERS7AR.
Although the proof fans offer is sometimes quite questionable.
"They wear too much leather for this not to be true." – @MoiraiKnow.
Still, the show has never openly addressed either Diego's or Lila's sexuality, so fans have to collect subtle clues scattered across the seasons and episodes to prove their point. But it looks like they are doing an amazing job with that.