The high school setup is bait. By episode 12, the show has already rewritten what you think you're watching, and it keeps going deeper. Zegapain builds a philosophical trap that catches you in the same existential horror as its characters, then forces you to sit with what that means for everyone involved. The romance isn't a subplot, it's the only thing that matters when you realize nothing else is real.
Kyo just wants to save his school's swimming club. As the only member, he's running out of time before the student council shuts it down for good. When he convinces the mysterious Misaki to appear in a recruitment video filmed by his friend Ryoko, she agrees on one condition: he has to pilot a mecha for Celebrum, a resistance group fighting to destroy the Deutera Areas that the alien Gards-orm have established on Earth. The catch is that nothing about this feels new to Kyo, as though he has lived through it all before. As he joins the fighting, meets other pilots and sees many lives lost, he begins to doubt the true nature of this world and of his own life. The line between his ordinary high school days and the war against the aliens starts to blur, leaving him to wonder whether any of it is real.