These are mostly my observations and interpretations of scenes that may suggest romantic implications between Yuu and Mika.
(I also enjoy writing analyses or random commentary outside of the ship, so when that happens, you'll find a * symbol in the...
"When he was a child, all he wanted was for his parents to laugh. He was always laughing for this very reason. He was so desperate, it's like he gave it all he had to please them. But even so, they abandoned him."
This child was Mikaela Shindo.
This is directly quoted from the prologue of Volume 1 of the Story of Vampire Michaela, taking place in the events before being admitted into the Hyakuya orphanage.
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Throughout the time that the Hyakuya orphans are together in Sanguinem, it is noticeable that Mika is not completely honest to his family, or at least keeps things to himself (one of the examples being not telling them that he was selling his blood off).
Most of all, he would hide his emotions-- he wouldn't admit that a part of him would be dying while he's smiling.
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It was always a habit Mika had, hiding his frustrations and sadness behind a smile.
Let me put down the quote from the light novel one more time just so you remember it:
"When he was a child, all he wanted was for his parents to laugh. He was always laughing for this very reason."
Mika would care about Yuu and the kids' happiness so much that he would bury all his other emotions that were not happy ones, as he deemed those as useless.
He was so good at doing so that only Yuu was able to really figure out what Mika was doing.
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Time skipping to chapters 36 and 37, we see Mika and Yuu reunite.
One thing is noticeable: Mika cries. He cries, vulnerable in front of the person that he had always tried to hide his tears from back in Sanguinem.
Even though during his childhood, showing weakness always ended up badly in front of his parents and smiling was his only shield to avoid a further loss of self-worth, Mika just breaks down in front of Yuu, this time, without even trying to hide it.
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And Yuu is fine with it.
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It's interesting. No one is particularly dying in front of their eyes and Mika was used to being absolutely emotionless and keeping his guard up in front of everyone for four years, living as a vampire.
The way Mika is crying in this situation and not trying to make an excuse to suggest otherwise shows a bit of character development-- that is, finally being more honest with his emotions and ultimately himself.
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When Yuu says "Welcome home," all of a sudden it seems that Mika has finally found a real home that wasn't quite with Sanguinem or his biological parents. He's finally foundwhere he can really be himself.
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Of course, we all know who that "home" really is.
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Last but not least, just wanted to add that it is implied that Mika would have cried with Yuu. By this chapter, Mika is definitely more honest with his feelings, and closer emotionally to Yuu, since they could cry in front of each other now (which I find sadly ironic, considering Mika is already losing his emotions anyway).
Instead of living mostly just to please people or keep them happy like before, he now, regardless of happiness, lives to physically protect the person that was responsible for helping him be more honest.
