The concept seems to have been more of a "rumor around town" than founded in much reality. At one point Alexandra and Nicholas apparently did think of Dmitri as a possible son-in-law, but as he began to take up with Felix Yussopov and other elements of "fast" society, that concept was abandoned. As for Olga herself, I haven't yet read of anything, aside from items that begin with disclaimers such as "it was said" (my own italics), to indicate Olga had any strong romantic feelings for Dmitri, nor he for her.