This turned out pretty cute, though I'm not too thrilled about the reverse shot.
No! They are NOT a couple! They share a cross between a brother/sister and a mother/son bond.
This scene takes place right before Avenger meets Glacia. As mentioned before, Electrica causes trouble and tempts Inferno into it, even though he's trying his best not to get involved. When Electrica deliberately tests Avenger to her limits, Avenger tells her to leave, but Inferno rebels and tells Avenger to leave Electrica alone.
Caused by previous events, and what's happening now, Avenger has become deeply hurt to a point she feels she nothing. Since Inferno refuses to allow Electrica to leave, Avenger rips her own power band off (which is why she is not wearing it in the picture) and decides to leave herself. Inferno tries to stop her, going so far as to hug her trying to keep her there.
This pic may be an exaggeration of what happened, but it's not unusal for Inferno to throw his arms around Avenger, sadly, begging her not to leave. It usually calms Avenger down and keeps her around.
Sad to say, Avenger has lost trust in Inferno and Electrica, and refused to give in, this time. You can tell by the pic, she's a little annoyed at him. She goes on to explain that she gets the same routine everytime. Electrica cause the trouble, tempts Inferno into it, when Avenger becomes upset, they both beg her forgiveness and assure her it won't happen again, give it a day or two, and it happens all over again. Avenger is now deeply, deeply hurt and can no longer contain it, so she leaves.
TRA is getting depressing! Inferno has become so deeply saddened by Avenger leaving, that he is thinking suicidally, and Electrica is angered because she feels that Inferno cares more about Avenger than her.
Don't worry, things will get better, and Avenger will return. Glacia will take wonderful care of her. ^^
Edit: I forgot to draw their elements on their sleeves. This is done now.
© The Team Rocket Avengers:
© Pokemon and all related titles and characters: Satashi Tajiri, Nintendo, and Game Freak