There was really one, small moment in Disgaea 2 that did it: when fake Overlord Zenon attacks your whole party near the end, Adell stands in front of Rozalin and Yukimaru stands in front of Taro — but most adorably of all, Etna protects Hanako. After the whole game showing Hanako being an Etna fangirl and Etna practically brushing her off, it was hard not to dissolve into happy tears.
The final scene between Rozalin and Zenon in the manga. And yes, I mean the fake Zenon.
Rozalin:Father...remember when you sent me that big teddy bear?
Rozalin:I hugged that bear and I slept with it everyday until the day I was summoned by Adell...
Rozalin:When I was 6... you made me a birthday cake...but it was too sweet. I hated sweet things ever since.
Zenon:I always thought... children loved sweets...
Rozalin:When I was 7, you gave me a whole field of white roses just for me.
Zenon:That time I was hiding to make sure...you wouldn't find me...
Also in the manga is Adell's Mom handing over the masks of the Masked Man and Masked Woman, who sacrificed their lives so Adell can confront Zenon, and Adell's realization that they were his parents. There is no dialogue in this scene but Adell and his adoptive mother's smile speak volumes.◊
When Adell reveals to Rozalin that he's Happily Adopted, she's shocked that he's working so hard to save people he isn't even related to. Adell simply explains that blood has nothing to do with family.
In Axel Mode, we have Axel's decision to save his brother on live television despite being fully aware it will destroy his reputation as the Dark Hero.
Doubly so, as like Adell to Taro and Hanako, Axel isn't related to his brother by blood. Moreso because he never blames Axial for this.
The climax of Axel Mode, starting with the lead-up to the final battle: When he sees Axial being held hostage, Axel freezes up, torn between the instinct to save his brother again and the fear of shattering Axial's image of him as the ideal Dark Hero. He doesn't care about his reputation, just how Axial sees him. Axial snaps him out of it by revealing just how much he cares.
After the fight, Axel asks Axial to take care of their family while he's away with the travel show. Their mother shows up and reveals she already knew everything, and gives him her blessing.
Rozalin deciding NOT to kill Adell. "Tink, please put up with my madness for just a little longer."