What if... Zack and Cloud (before Zack died) were secretly together and Zack eventually just said "Y'know, we should get hitched and get outta here. Maybe run off and go off the grid. What do you think, Spikes?"
And when Cloud smirks thinking he's just playing, Zack pulls out a silver band and says "It's just for now but... Maybe I can actually get you something fancy after all this..."
So after Zack dies, Cloud never ever takes off that ring. Even if he knows he's gone and he'll never get to run off together like planned, he keeps it stuck on his finger like glue.
Jessie and the gang one day tease him about the jewelry at the bar when he takes off his gloves. Jessie goes to slide the ring off to look at it after holding up his hand and Cloud grabs her wrist and yells a shuddered "don't"
Embarrassed at the silence and the eyes now turned to look at him he let's go of her wrist and just chugs the rest of his drink then leaves.