What the hell does that fan art prove? I mean.... jeez, there's fan art showing Locke and Edgar having sex, does that mean that they're in love/lust in the game? Nope.
As for why Locke is in a picture of FF heroes, it's quite simple. He's a hero of the game. He's not the main character, but he's a heroic male. There's fan art of 'Final Fantasy heroines', with Rydia, Reina, Terra, Tifa, Rinoa, Garnet, and Yuna... and that doesnt make them the main characters of their respective games. It's fan art.
And I agree wholeheartedly with Kishi that you're making this magazine article up. You have no proof whatsoever, after all.
Oh look at this fan art... Selphie, I guess you just got bumped up to the main character of Final Fantasy VIII! Congrats! You too, Aerith! Despite the fact that Cloud is the undesputed main character. Cause fan art makes all the difference.