Rengoku and Kanroji were close, but they didnt have time to be real friends. When they met it was mostly about making sure Kanroji was mentally ok and training. And that start, having to take care of her in a sense (because Rengoku was literally her only positive role model and influence in society) ruined the possibility of friendship. They have much more like a father daughter (not quite brother sister) bond. Rengoku and Kanroji are very close, but in a very different way than a friendship. A little too Rengoku being like a sort of protector and guider for a brother sister kinda bond. As i said it much more a father daughter bond.