Y'all know bi people exist yes? Nanaki could simply be bi and realizing she can love more than just a male, but not everyone is the same, sometimes people who are straight can have special cases of loving one person from the same gender it just depends on how it happens. Nanaki got attached to Kurowa for being there at a moment in which she was emotionally devestated and for showing nanaki the girl who she thought to be ugly had a beauty that transcends looks.