One of my favorite things about The Avengers (Peel's, not Romanova's) is how pretty much the entire fabric of British life and culture is basically the blueprint for one form of another of murderous conspiracy. At no point, I think, do Peel or Steed find what their lives reflect about the reality of the world as unsettling as it should be; in a country practically wrapped in probably overlapping well-connected conspiracies of the gifted and pathologically unstable, they are a two-person extremely well-connected conspiracy of the gifted and almost pathologically stable, Steed because it's his job and those are often his co-workers (and what could be weirder than that, in their world), Peel because, well, I think it's basically that she does whatever she wants and she's usually very good at it, and it turns out this is such an entertaining hobby (besides, they are both kind loners).
I'm reminded of a couple of comments of wellntruly about Hannibal: how in their world basically most everybody is trying to kill you in gruesome ways, and how, for a while (and in ultimately legendarily unhealthy ways) Hannibal and Will connect because they are alone together (identically different, in Jack's phrase). Steed and Peel share a similar situation, with a some large, fundamental differences in their mental health.
Also: it was 1971, and we had a series where the male and female leads were both single and charismatic and/or hot, kept saving each other's life, spent a lot of time doing things together like going to the theater or just having a quiet read in each other's apartment, constantly looked at each other in various forms of fond and/or exasperated amazement, flirted shamelessly (although, to be fair, their flirted with pretty much everybody for tactical reasons, and with most of the rest for practice) and yet, if memory serves, never slept together. And neither seemed particularly troubled about it, one way or another, which is a fantastically mature approach.