Since the events of the first film, Billy has developed a very close bond with his family. If anything, he's become too clingy to the point that it often exasperates his siblings, especially Mary and Freddy, but it's a big contrast with how distant he was from them for most of the first movie.
When Freddy, using his alter-ego, tries to invoke …But He Sounds Handsome to impress Anne, Anne not only agrees with him, but actually compliments Freddy sincerely.
There's also the moment where Anthea touches Freddy's chest over the heart, saying "Hero", to compliment him for standing up to the Breyer brothers on her behalf. He later does the same to her once she rescues him and the Wizard from Ladon and tells them how to escape back to their world.
And right after this, when Freddy sheepishly admits that a big part of the reason he felt so confident in standing up to the Breyers was because he has powers, she refutes this with, "The most powerful thing about you is you." Freddy later finds Anne cornered and about to be killed by Ladon and Kalypso, and uses his Heroic Willpower to fight through the dragon's Supernatural Fear Inducer to reach her side. She sadly tells him a god is nothing without her magic, but he responds with the same line and is ready to die together with her.
When the siblings are revealing to Victor and Rosa that they are superheroes, Pedro accidentally comes out to everyone else as gay. They all tell him they knew, showing how much they love and support him.
In a dramatic leap from the tearjerker scene that was Billy meeting his biological mother, Billy and his foster mother have a very tender moment. He's on the verge of tears as he calls her "Mom" rather than "Rosa" for the first time.
In the first film the Wizard didn't think too highly of Billy Batson, and likewise spends a good part of this one being very harsh to him, complete with stating that he made a mistake in choosing Billy as his champion. But right before the climax, when Billy offers to return the powers to him, the Wizard rescinds his earlier words and refuses, stating that he did make the right choice with Billy and encouraging him to go fight for the world and for his family.
Likewise, the Wizard admits that he was too harsh in his initial seeking of a champion, having spent centuries searching for one only for none of them to live up to his expectations. He then contrasts this with Billy not hesitating in choosing to share the magic with his siblings once he realized he could, because to him, anyone can be worthy if given a chance. It's right after this that the Wizard states he is indeed worthy, his way of acknowledging that his standards were far too strict and Billy has well surpassed him in this regard.
That family picture from the trailers that serves as the page image? It turns out that this is everybody glomping Shazam-Billy after he came Back from the Dead thanks to Diana restoring the staff of Shazam. They were all understandably incredibly heartbroken to lose him after his Heroic Sacrifice, and are overjoyed to have him return to them alive and well, long after they'd given up hope that he could be saved.
Combined with a Tear Jerker, at Billy's funeral, Freddy has a photo of the two of them together as Best Friends, taken around the time of the first movie (since they're wearing the same coats) when their friendship was still new. He's clearly kept it with him and treasured it in the years since, since it has a fold down the middle, and he puts it on Billy's grave.
Also just the fact that Wonder Woman does this. Unlike the Daughters of Atlas, who were bitter about their father's magic being given to mere mortals (though to a far lesser extent for Anthea), Diana goes out of her way to come to the God Realm to restore life to it and revive Billy, and warmly tells him to use the Power of Zeus wisely before leaving. She also just responds with amusement rather than annoyance to his Precocious Crush and tells him to "Stick to saving the world, kid," making it clear she fully trusts that she's leaving her father's abilities in good hands.
The very first thing Billy does after Diana leaves is offer to return his siblings' magic to them, clearly eager for them to be the Shazamily together once more. And when he asks "Who wants their powers back?", not only do all the kids immediately light up with grins and raise their hands, Rosa and Victor both raise theirs too.
