Dull and Steve mining together
mole played with the mobile phone version and computer version of Netease my world starter can be found in Netease my world starter
This Sit?
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Adopt 
and Steve is just the default initial role of the game, and he can do nothing except the behavior given to him by the game
so there is no logical relationship between these two people. The similarity in image is just a forced choice by the people who fabricate this urban legend.
They are in a relationship
Steve has dark brown hair, tan skin, purple eyes, blue shirt, blue jeans and gray black shoes2. Alex:
Alex has bright orange hair with the tail on the left side of his head. Light white skin, dark green eyes. Dressed in a grass green shirt, with a dark green belt and light gray boots, her trousers are brown. Alex has peach lips, and her arms are thinner than Steve's
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extended materials
related background:
in the host version, there are eight default Steve styles to choose from. Similarly, Alex also has eight default skins similar to Steve in the host version, namely: ordinary Alex, boxer Alex, cyclist Alex, tennis Alex, Scottish Alex, prisoner Alex, tuxedo Alex
in the July August 2016 issue of LEGO club magazine, it is mentioned that Steve and Alex are lovers, Steve is a miner, architect and alchemist, and Alex is an architect, explorer and hunter
source of reference: Network - Steve
source of reference: Network - Alex source of reference