My Axies have just started doing this too, they have been together since they were in the pet shop and in the last few days seem to follow each other round and round the tank, not so much of a chase but they do seem to play hide and seek in and out of their little houses and plant pots - think they might just be very playful.
I think i definitely have 1 male but not sure on the other axie yet and can't get any decent pics either