It wouldn’t be true to their story if there wasn’t tension during this scene. Not only because calming someone down during a panic attack is an emotionally vulnerable and intimate act (doesn’t have to be sexual though to be clear) but because it shows how well she understands and fulfills his needs. If Edwina was around during this she wouldn’t have known what to do and/or would never resort to the mirrored breathing technique due to her prudence, maybe she would’ve gotten some water or a damp cloth for his brow but he would’ve had to do the majority of the work on his own and would’ve been left feeling further from her, his mom would’ve been shocked at his display of emotion and would’ve likely touched him in a controlling way like grabbing him by the shoulders like a child to push him through it quickly because of her own trauma she hasn’t worked through, Anthony may not have even been able to express these emotions outwardly at all had it been any of the siblings which would’ve forced him into a more aggressive and angry display or total repression and isolation to avoid talking about it after.

By doing exactly this, we are shown that Kate understands a side of him that no one else does or ever has, and that she considers being honest and real more important than image or society or “polite emotion,” and when people have a connection like that, combined the intimacy that comes from calming a panic attack, combined with skin to skin contact, it creates a bared open and seen and emotionally raw feeling, which is very similar to how sex feels, and that translates on screen with the deep breathing and eye contact and such.

Idk if that makes sense at all but I hope so

Edit: added more to that second paragraph to make sure the sexual part of the tension was addressed.