If Zagreus realised that Achilles and Patroclus's relationship wasn't something the man wanted to be known, he'd be much more careful with his words. But Zagreus is a god, with a god's attitudes towards relationships - why should the gender of the one you love matter at all? He himself loves Thanatos as well as Megaera, and no one has any issue with that.

Or if they did, they don't dare say so.

"I haven't yet had the honour of meeting the local gods myself, so...I can't say who might be so displeased. I'm still new to the Surface, and to this land in particular. But I am glad to have the chance to feel the rain, and the wind."