So, you want to know why, do you?
I left this kind of stupidly blank for a while, but I actually have reasons! Really I do! I just didn't get around to putting them up until now. So, here they are for your viewing pleasure!
Basically, I support this coupling because of two things: One, it's canon, and I happen to favor the canon couplings in this particular anime. Two, I think it would be interesting. I'm not going to go into the age-old debate as to whether Xelloss is even capable of love, and I'm certainly not going to proclaim that they're crazy about each other; however, I honestly think there might be at least mutual interest there if not love.
When they first encounter each other, they naturally loathe and despise each other's guts, as could be expected out of a Golden Dragon and a Mazoku. However, Xelloss has shown that he does what he wants and doesn't give a damn what anyone else thinks (excepting Beastmaster Zelas and anyone who happens to be more powerful than him), and yet he still takes the time to argue with Filia, going even as far as letting a bit of his temper show when she refuses to back down. He also immensely enjoys teasing her; while it's true that he teases everyone, she's his favorite target, and in the past, enemies weaker than him have been treated as beneath his notice. I believe that Xelloss finds Filia challenging to his skills as a trickster and that his ultimate goal is to sway her to his point of view, even if only on some insignificant matter like which way to travel. Goodness knows how far he'd go, but I think if it amused him he might well form a relationship with her, however loveless it might be, just to see what would happen.
Filia, on the other hand, seems to hate Xelloss beyond all doubt. She yells at him, routinely tries to kill him, and won't listen to a word he has to say. However, his cutting comments get to her instantly, and if she didn't care at least a little bit what he thought, they wouldn't have the impact they do. I believe she hates him on principal and because he teases her, and would like nothing better than to see him "reform" as Amelia keeps trying to do. That way, she could actually get to know him. He's probably valuable to her as the only one of the party with the sort of history and background that she has; while she's not nearly his age, they're both very old, and just having him around might remind her of her past. Being an idealistic young dragon, this is probably good for her whether she realizes it or not. I think Filia hates what Xelloss is rather than who he is, and that in time she might be able to overcome that to the point that they could become friends of a sort.
So, as you see, I'm not preaching their undying love and devotion. I'm merely saying that they appear to be drawn to each other in some ways, and that a stormy relationship could result from it eventually. Not to say it would last, but it is possible, however remote the possibility.
Well, that was long-winded. Tell me what you think of my reasons, ne? ^^