You, my fair lady, are the master of rare fan art for characters and pairings! I always thought it was kinda cute Rude had a crush on Tifa. During fights he won't even hit her unless she's the only one left alive.
That little moment is one of my personal favorites in the game. It's those little details that SE puts into their games that add that special little touch. It might be the first step, but it is a cute, makes you smile, first step!