Considering it formed due to anal for one of them I don't think it's due to pregnancy I think it's due to an emotional bond.
Someone commented last chapter that they think Lily might be the first to jump to two petals, and it's looking likely to me.
The main difference between Lily and the other girls is that she hasn't internalized/accepted feeling love for Itsuki yet. She's still caught up in feeling like she's a bad sister/goddess candidate who is losing to her lust, and that Itsuki is just kind enough to "forgive" that part of her.
But thus far, her physical interactions with Itsuki have already been on par with Lupina and Rose's AFTER they accepted their feelings. Once her guilt gives way to accepting that it's okay to feel lust as a form of love, and she allows her emotions to "blossom", she will probably be the first to reach the next stage, whatever that is.