That's really not true. Knowing they were together maybe it's far more obvious but it's spanned three movies. When Quicksilver dies, Vision is the one to save her in a Superman-Lois Lane fashion before the city falls and comforts her.
During Civil War, Vision is living with Wanda in the Avengers hideout, making her favourite foods (poorly) and clearly developing a connection. Sweet talking her even.
During the big civil war fight at the airport, when Wanda is knocked out Vision stops what he is doing to see to her. He hits War Machine because, as he explicitly told Stark, he was distracted due to Wanda, which surprised them both.
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