Yeah, it feels like there's been some subtle hints thrown in that Yuiji doesn't like girls either (his exes have always felt that he didn't love them, even if he did everything he was supposed to do as a boyfriend), and he's always noticing and observing Yamato. I think he hasn't even thought about why his relationships with girls never work out, and why he feels like something is missing, so he doesn't realize that he might like boys as well.
Poor Nacchan ): what a nice girl in an unfortunate situation.