Athrun is Lacus's closest friend and a brother to her in either worlds. The reason for this is probably because they grew up together. And for a long time --- because of her father's over-protectiveness had been her only friend her age. Like most siblings, they know each other well enough to be able to almost seem like they can read each other's minds at times. He means a lot to her and knows the feeling is mutual.

Their relationship is completely platonic and his opinion matters to her, especially when she is uncertain about something --- but it is a different story when she is finally certain.