You only get the third option if both their LP are around the same. If one of their LP is a lot higher, you will only have 1 option.
According to the wiki, you need this:
Morgan is Kleio's ex! ![]()
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New in 20.2
Prerequisites: Done Hang with Kleio at the Mall, done Morgan cinema date, Location Pub, Kleio and Morgan present
Mike learns that Morgan and Kleio were together.
If you have 63 LP with both Morgan and Kleio, they each are 50 GP, and they each are >/= 25 KP then you can choose both of them. Otherwise, one or both of them will leave the game.