Depth is possible in a relationship, whether it's the way an NPC feels toward the player or how the player feels toward an NPC. If you're trying to get a player to feel a variety of emotions toward an NPC, then that NPC will have to do and say things that prompt a variety of internal reactions to the NPC.
You can also have a progression of feelings. For instance, you could be a member of a Navy Seal team and have a variety of feelings toward one of your fellow Seals who, on one hand, is an irritating hot-head, but on the other hand is a skilled asset to your squad. As the game progresses, your annoyance with him could gradually give way to admiration.