The following contains spoilers for Batman/Superman: World's Finest #2, on sale now from DC.
The closest relationship that Supergirl has is obviously the familial one with her cousin Superman. This has been the relationship that's most defined her, but she has of course interacted with other characters in the DC Universe. According to the latest issue of Batman/Superman: World's Finest, a less than flattering experience was had with none other than Robin, the Boy Wonder.
This issue painted the two heroes as being less than friendly with each due to a previous event, one which was likely romantic. Strangely enough, this isn't even Supergirl's weirdest romance, as that was definitely had between her and Lex Luthor. Here's how Supergirl's bad memories with Robin compare with her romance novel affair with Superman's arch-nemesis.
Did Robin and Supergirl Date Each Other Once?
In Batman/Superman: World's Finest #2 (by Mark Waid, Dan Mora, Tamra Bonvillain, and Aditya Bidikar) Batman, Robin, and the Doom Patrol are forced into extreme measures due to Superman being attacked with Red Kryptonite. This caused him to hallucinate battles with various villains, mistaking Batman for one of them. Afterward, they discovered that is all due to the machinations of a new foe named Devil Nezha.
Hoping to find more information to help defeat the villain, Batman sends Robin to investigate the House of Ji, who had once defeated Devil Nezha. Taking him there is Supergirl, a fact that neither party is particularly happy about. This suggested history between the two, which is only confirmed as they make their way to the House of Ji. They beat around the bush discussing a previous experience together, which apparently went badly. Robin had actually worn his costume on what was likely a date, and given the presence of monkeys, the occasion was anything but romantic.
This is the first time that Robin and Supergirl have ever had a really close "relationship" or interacted with each other. Beforehand, the two did share something of a budding romance when Dick Grayson acted as Batman in the final days of the pre-Flashpoint Justice League. Their apparent past dating does make sense, however, given their similar ages and functions alongside older heroes. As badly as things went for them, it was still likely a much better break-up than the one between Supergirl and Superman's arch-nemesis.
Why Were Supergirl and Lex Luthor Once an Item?
During the post-Crisis era, there was initially an editorial mandate saying that Superman had to truly be the Last Son of Krypton. Thus, when an all-new version of Supergirl was reintroduced, she wasn't his cousin Kara Zor-El, but rather a protoplasmic shape-shifter from a pocket dimension. Imitating Superman's costume and powers, this "Matrix" Supergirl became a prominent hero in Metropolis. She would soon meet Lex Luthor's Australian son, who had come to America to take over his supposedly dead father's company.
The suave Lex Luthor, Jr., would prove to be something of a "good guy," eventually coming to romance Supergirl. This was an incredibly weird situation, with Superman and his parents discouraging Matrix's relationship with him. Despite their reservations, Supergirl began living with him, with their closeness even being noticed by the public. Unfortunately for Supergirl, she would soon learn that this was all a ruse. Luthor's son was actually the brilliant original Luthor in a clone body, and he intended to make similar bodily reserves out of Supergirl. This revelation ended their relationship, which wasn't apparently based on love, anyway.
Even though it wasn't the "real" Supergirl, it was still quite weird to see any version of her in a romantic relationship with Luthor. It's especially weird because, even though she got on well enough with one of the most dastardly villains in the DC Universe, she sadly had no nice memories of being with Robin.