If you look "defy" up in google, there are a few meanings
here's one that might be helpful
be of such a kind or nature that (a specified attitude or action) is almost impossible.
"his actions defy belief"
in my opinion, this means that they love each other, but for some reason they have to resist that feeling(maybe they are both married or something), so much so that even being in each others arms they will have to pretend there's no love between them, and that's what they are going to do until they die
hope this helps