@Lilly Page Canon source material. Thou if you only watched the series, you will not know - there are a few scenes in the Novels that imply that when you think more about them but unfortunately they got cut in the Anime since they wanted to portray Izaya as the "ultimate Antagonist who is a sociopath" rather than just a very hurt being like in the light novels. Other than that, there are several other, japanese only, source materials that prove that; for example if you look up an japanese interview between those two or if you happen to analyse their character songs, especially Izaya's.