After a childhood of living together all that's left is determination, a lifelong connection, asta's raging homosexuality for Yuno's good looks, and the shared goal of proving to the world that anyone (read: a jesus fetus elf reincarnation with a super grimoire) from anywhere can become anything reality will allow them to.
I love that Yuno walked/ran to the capital with asta, when immediately after arriving he's shown to be incredibly proficient at flying. Yuno blasting Asta with Sylph without warning twice now has been great both times.
Sure, they're really just red oni / blue oni rival not-brothers at their core, but they've managed to be a lot more than that and impress the shit out of everyone when they're in sync. And asta's just such a chad to yuno's gentlemanly virgin if he weren't devoted to a nun he'd have kids on the way.
Question about that nun: Does Sister Lilly know something about the situation of Yuno's birth? I find her suspicious, but not in the traitorous way.