User blog comment:Ncduru/War Is Finally Here! Predictions, Theories, Rants & Raves/@comment-7418318-20151008074429/@comment-7418318-20151008133425

We know that Zeref watched both the GMG and the Tartaros conflict.

In the GMG Natsu was the first tone to help Lucy up after she was cheated out of her victory against Flare right out in the open arena for everyone to see.

And depending on where Obra was, he might also have witnessed Natsu's reaction to F-Lucy's death.

Then there are of course all the little moments that Natsu and Lucy had in the Tartaros arc. While they aren't proof of a romance, they show that they are more than just normal friends/comrades.

And even if that turns out to be a false trail from Zeref's perspective and they aren't romantically involved, what does he have to lose? It's literally a move without any risk at all to capture Lucy. At worst it's a small waste of time and effort.