Given that Lenny Bruce is married, I think they'll just have this very comfortable platonic relationship. He even gave Benjamin the classic, "Have her home by ten." I do enjoy their relationship very much, it's my favorite of the show. And the fact that there are so few scenes with the two, only adds to its charm.
Now, Benjamin, there's a man for Midge! I know physical appearance isn't everything but in the last episode, when he and Joel were standing next to each other, I kept thinking, one of them looks like a boy and the other one like a man. And I think Joel just couldn't handle all of Midge whereas Benjamin seemed to keep Midge much more on the edge, which is something she might need. I'm pretty sure that's not where the show is headed but I hope Midge explores this a little at least.