Wouldn't that be wonderful! You can bet that if such a cross were possible, it would be in hot demand. How would that look? Size of rosemary, scent of lavender? Blend of scents? Given the rapid advances in genetic science, it might be possible in the not-distant future.
For now, as far as I know, no they can't hybridize because they are too far apart in the taxonomic hierarchy. Although they are both in the Lamiaceae family, rosemary (Salvia rosemarinus) and lavender (Lavandula spp) are in different genera, which I believe is the upper limit for crossbreeding. Wouldn't surprise me if there are exceptions but I don't think they are common. I imagine our more knowledgeable botanists can explain the science more thoroughly.