Lampshaded in one of the Afterword sidebars. Apparently, one of Kaori Yuuki's assistants admitted to her that she was convinced Katou was gay. Yuuki emphatically told her she was right. She DOES, however, admit that the question never came up in-story, so she might have just been Trolling.
The relationship between Rosiel and Katan — or, more accurately, the obsession of Katan with Rosiel — strongly suggests something beyond a master/servant relationship. The evidence, ladies:
Rosiel claims Katan is the only beautiful thing he ever "created".
The (short-lived) Kirie actively competes with Katan for Rosiel's attention. When she tends to a sleeping Rosiel, he says Katan's name in his sleep.
Kaori Yuuki compares Katan and Rosiel's relationship to that of Alexiel and Kurai. Kurai was canonically in love with both Alexiel and Setsuna. The specific term she uses is "husbands". This was in the first volume, people!
Kira and Setsuna are slashy enough, both being beautiful and being close friends, but as the plot develops Kira's feelings for Setsuna are revealed.