Hello fellow Eorzean
Me and my fiance also met through FFXIV! answering your question, we did not include anything game related to our case, accept for mentioning that we met on an online game on the I-129F form. Remember, we are versed in the FFXIV world because we play it, but for people who don't it just doesn't have any importance, plus ingame we use usernames, not our real names which any ''ingame proof of relationship'' wouldn't tie to our real identities .
Include real life proof to your case instead, like dated pics taken together in person, screenshots of your video calls, text messages, dms, call records, plane tickets, receipts of accommodation if any, etc etc.