(SPOILER)During the sidequest where you have to hook the Viera up with the lovestruck man, the Viera makes two comments that indicate Vaan is already soulmate with another. Also, during the sidequest to get Chaos, one of the kids comments Penelo might be upset to know Vaan is interested in finding another woman (he is only looking for this woman to get a piece of the medallion).

These hints indicate that Penelo and Vaan are somewhat of an item, at least in Penelo's eyes. They have more of a relationship that Vaan/Ashe or Balthier/Ashe, that much is certain.