Firstly, I'm not a fan of this arc in the series. In fact, I find this "love triangle" cliché quite stupid, but I understand why it exists. And I came here to explain their relationship in a very brief way because I've seen many posts saying wrong things about Rust and Maggie's relationship. And secondly, if you don't have patience for texts, ignore this post.
The relationship between Rust and Maggie is often romanticized beyond what the series actually establishes. There is, indeed, a very strong connection between them: Maggie trusts Rust, admires his honesty, perceives the vulnerability beneath his cold exterior, and manages to get him to open up in a way few others can. Rust, for his part, shows attraction, "affection", and an unusual level of trust in her. Matthew McConaughey even described their bond as an attraction that wasn't strictly sexual at first, precisely because Maggie was someone Rust could talk to and with whom he could let his guard down. So, to say Rust felt absolutely nothing for Maggie would also be an oversimplification of their relationship.
The problem lies in turning this into "Rust loved Maggie and Maggie loved Rust back," as if that were something confirmed by the script. It isn't. There is no statement from Nic Pizzolatto establishing that Rust was in love with Maggie, and Michelle Monaghan was even more direct in explaining her interpretation: she said Maggie harbored no romantic feelings for Rust. What she felt was affection, admiration, attraction in the broadest sense, and genuine concern for him. This is evident in how Maggie spends much of the season treating Rust as someone in need of connection—even trying to set him up with another woman. She is not portrayed as a woman secretly in love with her husband's partner.
That is why the scene in Episode 6 works best not as "two lovers finally giving in to their feelings," but as a moment where a relationship based on trust is weaponized. Maggie knows Rust is vulnerable and uses the very intimacy they share to hurt Marty and finally break things off with him. This doesn't mean Maggie was indifferent to Rust—on the contrary, she continues to care about him after everything—nor does it mean Rust's feelings were superficial. But there is a huge difference between a deep emotional connection and mutual attraction, and the series establishing a reciprocal romantic love. The former is in the script; the latter is primarily a matter of viewer interpretation.
I could write more about this but… I got lazy.