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Columbina is equally part of their family just as much as the rest of them— if you are angry at people shipping Pierrot and Harlequin, then it isn’t fair to say that Pierrot and Columbina are something separate or are an exception! 

Fandom is meant to be complex, and this game is meant to showcase relationships that are equally complicated. You are welcome and encouraged to interpret the story and those relationships however you like, but that means other people will have different interpretations and there is *nothing* wrong with that. One could argue that such freedom is very much part of how Neko writes and develop his games— Pierrot and Harlequin caring about one another in a platonic or romantic way is up for you to decide in your personal play through of the game, it is neither canon nor non-canon, as it depends on the route you take and how you interpret their reconciliation with one another according to those choices and the route!

I would not be so quick to assume what is and is not ‘canon’ when the entire purpose of the writing for the game is meant to be how you prefer and interpret these characters to see one another. They are rivals, yes, but their relationship— every relationship in the story is not one-dimensional and goes beyond surface assumptions. You are welcome to have your own interpretations, preferences and ways that you ship yourself with the characters! But making assumptions about what is ‘canon’, especially in order to put down or be impolite to people who do enjoy that interpretation, is not a healthy way to interact with it.