It simply feels like a natural way for their relationship to progress; he does not exactly think of it as a relationship, not in those terms, because there is danger in that. But they are friends and they are about to become more, and that means something, even when there is a limit to what they are allowed to become in the Circle, in general and to each other.
Will they be lovers after this? It seems like a strange word for it, in a way, when they are not allowed love. But there is love involved, and despite it being a different kind of love than the most dangerous one, there are times when Anders tries to pretend that it is not there at all. Not only due to the risk of a templar finding out and using it against them, but because he cannot have anything, anyone, to tie him down here. If he gets too close, he might become content, and while content seems to be the most a mage can ever hope for, it is not enough for him and it will never be. No love of any kind will be allowed to keep him here. Not the kind one might foolishly hold for a lover, and not the one you cannot help but feel for a friend.
Sharing something like this will not change that; whatever else they might become or could have been, they will be friends first. Karl is not The One, because that, the very concept of there even being a The One, is something that cannot exist in the Circle. It is a silent agreement among the mages; for their own protection and for their own good, infuriatingly mirroring the Chantry’s reasons for locking them up in the first place. As if being protected from all choices and options could ever be a good thing.
Karl will not be The Only and he can never be The One, but he will be The First. Anders still has the freedom to chose this, and choosing it feels right.