I wouldn't take it serious since Daniel does not work on Narrative (even though he is designer of Kayn, I would want an answer about Story from a Narrative Rioter) plus it feels like a sarcastic answer, and, Zed and Kayn are 2 of the least champions I would want as gay. Or straight. Or bi.
Romance would damage their story and add nothing positive IMO. Kayn is evil as shit and male version of Syndra power hungry wise, he wants become more and more powerful and would do anything to reach the point he imagines, even killing Zed.
Zed is complicated as fuck, probably one of the most. He has huge plans and goals which make him super busy. I don't think he even faps lmao. He wouldn't think about any relationship, as he would think it would affect his work, and would see as a weakness.
Zed or Kayn having a relationship is like Singed having a girlfriend. (I find Zed attractive btw, and my main AD assassin also having fun with him the most. I started to find Kayn atttactive too, I dont know what changed).
There are a really really few champions I can imagine as gay anyway. Kayn and Zed are not even close.