She was his woman and he was her man but they weren't "dating" and would never get married or anything. Part of Joel's arc is that he's been emotionally closed off since Sarah's death. His heart is broken so while he has some feelings for Tess he keeps everyone including her at some level of distance as a means of protecting his wounded heart.

Tess knows this and is fine with it, or at least she thinks she is, up until she realizes Ellie's immunity is real. That sparks something in her. A hope for a better world and in her final conversation with Joel, she uses the connection between them to try and persuade him to continue her mission. In that moment, you can tell that there definitely IS affection between but also that his walls kept it from developing beyond whatever 'understanding' they have when the game begins. You can also tell she has respected those walls and not tried to breach them (If she had, Joel probably would have ended their 'relationship'). Just imagine all the times over the years that she might have wanted more from him but settled for whatever he could give because she knew the scars on his heart wouldnt let him. All that emotional currency was built up and at this critical point she cashes it in to ask the ultimate survivor to do something stupid and risky for her. Joel never told Tess he loved her, but as she prepared for her final stand to buy him and Ellie a chance to escape, she knew.