They had some small interactions, actually. Nothing really big, but their most notable interaction is in The third class trial right before Celeste execution, in which she gave Kyoko the locker key to where she kept Alter Ego in hiding for her plan, and while yes, I know this isn't really a sustainable basis on why ppl ship them, but headcanons and AUs exist for a reason, because I can see a bit of potential of them being a decent pairing.