exactly mili and abhi feel closest. They are like friend mili holding abhi's hand also has happened before when ddai got sick with chilies. Mili is happy with simbhi together and she feels very close to abhi as her BIL and simi's husband.Mili calling Abhi was because Simi does not have a phone.
Regarding holding his hand i dont think its an issue. even before Simbhi's marriage, mili- abhi have been shown to be as good friends working together for saving Simi from Bhalla.Mili was the only one who was concerned to bring Simbhi together.According to story both are of same age and share a good relationship.So there was no harm in holding his hand. Even Neetu has done before.Even Abhi has done before while bringing Neetu from police station.I feel, not a problem and never felt like Mili interested in Abhi any time.In fact after Abhi-Anita fall out, I had felt the same bonding between Abhi and Mili not even Neetu.