Yes they do Kenichi tell miu his feelings in manga 423 but he says that he does not want to tell her all of it until he can protect her she basically says that she likes him and that she will wait until the day he is ready she kisses him on the cheek and they look at each other. on another note when she kisses him all of his masters see him and the elder gets mad lol
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Kenichi and Miu share a kiss in the manga "History's Strongest Disciple Kenichi" volume 43, chapter 606. It is a sweet and romantic moment between the two characters.