Rudy is pretty tight with Asgore. He's just doesn't have a ton of opportunities to share it, since he doesn't have that many lines of dialogue. He does have a few, though. Like these lines from Chapter 1.
* Oh hey... now that Asriel's off to college...
* Y'think he's doing any CRAZY parties, like me and your dad?
* Heh, I'm just pulling your leg. Your dad was no party animal.
* Your MOTHER on the other hand...! Whoo!
* She'd always fuss about going, but once the party started...
* Yikes, man!
* Once she hit me clear across the room with a key lime pie!
* I got smashed into the snack table and toppled everything!
* Tasty pie though. Couldn't complain.
There's also the fact Asgore keeps bringing flowers to Rudy, and how Rudy is always willing to make a good-natured joke about the flowers.
* (It's a bunch of roses in a glass container.)
* Hey, I'm happy your dad brought me flowers, but...
* Roses!? What is this, man? Beauty and the Beast?
* That ain't gonna work, man! We're both beasts!
* (It's a bunch of roses.)
* (They seem healthy.)
* Kris, I love your dad, but...
* Asgore, if you wanna go to prom with me, just ask!
[Susie] Woah, the hell is bringing you flowers?
[Rudy] Hey, what's wrong with a married man getting flowers?
[Susie] ... So your, uh, wife gave them to you?
[Rudy] Nah, HAHAHA! I'm messin with ya! Kris's dad did!
[Susie] (Not gonna try to understand this.)
[Rudy] Flowers? I'm trying to heal, man! Not get hayfever!
[Susie] ... Should Kris tell him to stop?
[Rudy] What? Hell no! When did I say that? Hahaha!
I think it's just the matter of the two of them not having much on screen time together since they're both somewhat "rare" characters. Rudy's stuck in the hospital, Asgore's busy doing whatever it is Asgore does. I am very much looking forward to their first scene together, though.