I shipped this as a joke... Oh my god I cracked up seeing this forum post, played the games a bit, and was absolutely sniped by a combination of [REDACTED CSIV PLOT DEVELOPMENTS] and just. General unexpected parallels.
From their severe losses in CSIV's Normal Ending, their devotion towards loved ones they want to protect (and constant anxiety over failure to do so haunting over them), and their insecurities regarding to their physical development - the pairing sort of writes itself, I realize now. Not bad for something that technically has no basis!
Also, there's something to be said about how one of Kurt's rawest moments in the entire series was in relation to Altina; wherein he empathetically calls out Cedric - someone he's been spending the entire game deferring to and feeling anxiety and guilt over supposedly 'failing' - for treating Altina as inhuman and an object, harshly pointing out that Cedric is acting far more cruel and inhumane than Altina ever was or could be, despite her origins. He reiterates the same sentiments in another scene towards the end of CSIV, with just as much conviction, to my delight. The game kind of glosses over this afterwards, but it's notably one of Kurt's rare moments where he openly and empathetically challenges Cedric, without pre-emptively empathizing with him or leaving room for ambiguity or doubt; his wording betrays more emotion than appears at the surface, IMO, and in my delusional heart I believe it was because he saw some of himself in Altina - and always did - that he otherwise wouldn't consciously acknowledge until Cedric's brutality forced it to the surface. Cedric's own feelings towards Altina and how that relates to how he feels about Kurt can be a speculative mini-essay in itself...
It's one of those pairings that I default to say I 'ship' even though I don't see romantic or sexual compatibility between them, because I like to think about and speculate on their relationship so much, well, I might as well want them to get married, right? xD
It doesn't help that, if you think about the Normal Ending a bit, Kurt and Altina are the likeliest to stay moored to the Erebonian capital after moving on from Thors; there's a possibility Kurt would go back to Parm, which is further away, but Altina is generally unattached to any particular locale (even moreso with her family absent) and travels a lot, being unlikely to distance herself from the Capital-based Intelligence Division the way she does canonically after CSIV, so it's not even that much of a dealbreaker.
In any case, they're cute. My headcanons and interpretations tend to lean towards bitterness, especially because most of them take place in the so-called 'Phyrric' Normal Ending of CSIV, but I actually spend quite a bit of time fanboying over them being all awkward and friendly and adorable in a way you'd expect from the individual characters, ha. I also sometimes fancy them having fail!sex while kindly curtailing deeply hidden grievances and resentment, so you win some, you lose some...
Obligatory song shill: Meg and Dia - Getaways Turned Holidays
Hide my uniform pride,
Your arrogant side
I'm aching already
Hide your taciturn, mundane expressions
Affection will carry us
A little while more...