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Try to get this straight. There is nothing between us. There has never been anything between us. Just air.
— Lockwood ‧ Singin' in the Rain

Behind the line May contain spoilers.
Our reading
An editorial interpretation.
The speaker firmly denies that a relationship exists or ever existed. Repeating the claim makes it harder to miss, before just air turns the denial into a literal image. The words try to leave no room for a different view of what is between them.
Context reviewed