Personally, I think Arthur and Sadie are just really close friends. Not to mention that she doesn’t seem to ever get over the death of Jake throughout the course of the game.
I know people pair him up with her which is completely understandable and I have no problems whatsoever with that.
I think Platonic. Perhaps if Sadie moved on from her dead husband and if Arthur moved on from Mary. Things would be different. But the two of them aren't in any position emotionally to allow romantic feelings to happen towards each other.
