Yep, Bikanel's a very obvious time when they're together. Also in the Via Purifico, depending on what order the party gets back together. Also back on the airship following the Yunalesca battle, when Cid looks around and says, "cheery-looking bunch!" or something like that. Finally, they are together in the final showdown with Sin, standing shoulder to shoulder or getting knocked off their feet when the airship's heading into Sin's mouth.

It's partly a function of the two older guardians tending to stand and watch over the group from behind. However, they weren't doing that earlier in the story. Something seems to shift after they kill Seymour (Lulu and Auron land in about the same spot when they fall under Macalania Temple too). Square never intended anything by it, I'm sure, but I can't help but notice. :)