Yeah, it's established that they've become very close, but there's no obvious hints that their feelings are romantic until the series finale. And even then, since they didn't end the episode with a kiss that was a clearly about to happen (because the showrunners knew Nickelodeon wouldn't allow that), I remember some parts of the fandom weren't quite sure what the ending was supposed to imply, and some of the more heteronormative fans claimed Korra and Asami were just friends, because there had been no kiss or other overtly romantic gestures. The day after the finale came out, Bryan Konietzko actually had to confirm to the fandom on Twitter that, yes, Korra and Asami are a couple now.
This is the reason why I said the importance of the finale is more how it affected other kids' cartoons. Korra showed the way, but still suffered from (assumed) censorship, whereas today shows likee She-Ra and The Dragon Prince have gay and lesbian couples openly kissing each other.
― Tuomas, Tuesday, 10 December 2019 07:24 (four years ago) link