I personally ship Roxanna with ML, cause, I have s soft spot for villaines x hero.
Buuuuuuuuuuut, as someone who also ships love/hate relationships I understand the appeal, often people don't just ship it because they want a lovely, hearts, flowers and butterflies type of relationship, is the adrenaline and the feeling of danger, most of those ships are sexual and painful, it tends to have a strong sexual tension, which, they kind of have?
Plus, the stronger appeal of those love/hate relationships is that both characters tend to be just as strong, when one of the characters is meek and week it becomes a one side abusive type of relationship, so the fact that Roxanna is a strong type of character is part of the appeal of the people who ships them.
The whole "they killed someone I love but.... I still have these feelings" is not uncommon, the more complicated, the more twisted, the more interesting it becomes.

Like people love Roxanna, but ship her with the guy she hates more than anything, who left a terrible scar by killing her brother, just search the logic.
You're a sadist ? Like you want her to end with her tormentor ? The man who is greatly responsible from all her suffering ?
And this is only my opinion but even without talking about incest, Roxanna and Dion ship is soooo superficial !
People don't even try to understand their true bond, much more interesting that a simple ship, and they just keep shipping them because Dion is handsome, and obsessed with Roxanna. But obsession is not always associated to love you know ? And like you keep 2 scenes in mind, but Forget the 10 others when Roxanna clearly says how much she hates Dion ?
Their whole relation is captivating, full of hatred and obsession, but there is not 1% of love.
Furthermore shipping them, it's like throwing Roxanna's character in the trash ! Like we love her because she is a queen, strong, beautiful, smart and cold, not an angelic empty female lead. And you say that you imagine that our Roxanna would FORGIVE and even being in a RELATIONSHIP with her brother's murderer.
Loooool. If you want a weak female lead who forgive and love the same dude who made her miserable, search other stories, there are a lot, but dont reduce Roxanna to this.
Only a personal opinion, I don't understand why you ship them, but everyone is free to have the ship they want, even if I don't agree ╮( ̄▽ ̄)╭