I would say that one particular reason why George and Lennie's relationship is unusual is that they show solidarity in a world that lacks it. Nearly every other character in Steinbeck's work remarks at how together both of them are. Neither one of them sells out the other. In a harsh economic time when so many are fending for themselves, willing to betray another for money or some standing, George and Lennie stick to one another. Lennie is willing to do anything for George, no matter how physically demanding. At the same time, George honors the commitment he made to Lennie's Aunt Clara and never sacrifices his looking out for Lennie. Even at moments when he could have or wished he would have left him, George never leaves Lennie. It is this honoring one's word and sacrificing comfort for it that makes their relationship so unusual in this setting. In the end, it is for this reason that the ending is so poignant. There is no one else who could kill Lennie with a sense of mercy as George, as a last result and as the final act of him looking out for Lennie and honoring his promise.
In the novel Of Mice and Men, by John Steinbeck , the characters of George and Lennie do share an unusually strong bond where they altruistically take care of each other for the sake of keeping each other safe and protected.
Keep in mind, however, that George and Lennie are cousins. They may as well be each other's only family. This is what leads the reader to realize that blood is, indeed, thicker than water. Yet, despite of this bond, the two men seem to want more than just to protect a friendship: They safeguard it.
This being said, we cannot set aside the fact that George is completely aware of the danger Lennie poses for himself and others. Already George has suffered from the consequences of Lennie's involuntary actions. It is because he has spent a lifetime trying to help Lennie that he now sees this duty as second nature.
Hence, the relationship between George and Lennie is a combination of duty, affection, family bond, responsibility, and loyalty.