this is one of the most touching moments in the entire episode for me.
these two might like to make snide remarks at one another and argue, but it's clear that they have a great deal of respect for one another and their boundaries.
in this line of work, it's near impossible to find someone you can trust with your entire life. there are bound to be secrets that you take to the grave and keep from even the closest people to you. kazuki and rei are still such close partners even with the knowledge that some details about their lives are off-limits, and i think that showcases the immense amount of trust they have in one another.
the writers did a fantastic job saying so much in so few words, and i think that's incredible.