@Soluiz She didn't reject him, though. So far she's named him and in this chapter is feeding him food, all while letting him cling to her and even gently scolding him when he does wrong. Sure, that's about it and it's not much, but he has had very little interaction with either sister, so there is very little reason for him to like Diana as well. As for why he would choose Amy to cling to it's likely very much because she named him first. Even more importantly, it seems like Diana is a bit too energetic which might be a bit off putting to Nox, while Amy is calm and isn't overly affectionate towards him. For someone who's lost their memories and is in an unknown environment, confused and unsure of those around them, the one that is calm and treats the person normally will likely be the one they cling to most because the calm person seems easier to deal with and trust. Isn't always the case, but between a hyperactive and very loud person and a calm and mild person, who would you rather cling to if you were in some foreign place with no knowledge of how you got there, alone and with no way of getting home?
@Pandoot Her naming him likely has a lot to do with it. No memories and not sure who to trust, and she names him, giving him an identity. "I am Nox and I like this name, and this person gave me this name. Therefore, I like this person who gave me the name I like." Simple thought process and may not always be the case in such situations, but it's what comes to mind and makes sense to me. Also, as I mentioned to Soluiz, Diana is far more energetic than Amy, so he might be a bit off put by that and thus is clinging to Amy in favor of calmer waters.