You could argue the scene with Claudius praying and Hamlet is an intense relationship. Even though Claudius is unaware, the relationship between them is what dictates the scene, and pushes it forward.
I wouldn't say that the scene with claudius praying shows their intense relationship because its simply a scene in which hamlet hesitates in killing claudius because he doesn't want claudius to be able to be forgiven for his sins and sent to heaven he wants him damned eternally to hell. this scene more shows the cruel or very human nature of hamlet and his strong desire to avenge his fathers murder. You could also say that the oedipus complex is evident as he is killing his rival.