SPOILERS
Later on, they grew closer, not as lovers, but as genuine protector/knight devoted to her (whereas before, he sees her as the 'Royal Princess', not so much 'Marie'). She confessed to him before, but before he could turn her down, she wants him to wait until she's of age BEFORE turning her down, saying that she can't fight against age. He is the only one who knows that she could see the future, and when he can, wants to share the burden with her.
His protectiveness over her is such that people see different sides of him where she is concerned: when Klaus was over the moon to accompany the princess on her travel, Leonhart showed a bit of his old battle self (apparently he was a beast in the battlefields), wanting to whip him into shape, to quote him “Her Highness is the treasure of this kingdom. A jewel which should never be lost. Entrust her to a man who can’t even follow these slow sword movements? Not a chance,” he spat.
Her brothers also noticed his subtle (worried) expressions when she was gone, and other people have picked up her feelings for him and his (loyalty?) to her. Where the translations are now, they reunited. In the latest raws, the heroine had appeared, and is interested in Leon. I skipped a looooot of details but hope this helps.

I'm purely on the Leonhart ship. XD They do share many incredible heartwarming moments later on. But make no mistake - he is not a pedophile; in fact, it's the princess who does the chasing throughout the years, even now, when she is growing into a young woman in the ongoing storyline. (Manga is still in its very early stages, and unfortunately, the screentime for Lutz and Theo will not as prominent later on as compared to other characters.)
And no, she doesn't have a harem. (Though most of us would wish!) A lot of people think Leonhart is poster child for chivalrous, dashing Japanese knight (IE. BORING, think Conrad from kyou Kara Mou) but for the ones on this ship, boy, will it pay off! XD