At the end of the third season the two are a couple and Lena is pregnant.
Their relationship gets better in Second Chapter and ends up becoming the for the Sky series.
In every episode thereafter, however, well and truly averted; Kurt's interactions with Finn are nothing at all like his flirty, adoring interactions with his boyfriend Blaine, and the two stepbrothers seem to be uninterested in each other much of the time, and even vaguely dismissive.
But even after finding out, he still does what he can to protect them from demons and others that want Mio dead.
And Maria, being a succubus, naturally likes to tease him.
However, he confesses his love for her later and they have sex.