@Squisherific Even Lucy showed attraction to Males, Mainly to Natsu, however, It doesn't mean she doesn't have thoughts about Gray or Loke in that regard. In a matter of a fact, I think Lucy would show interest in gray because she would greatly consider Juvia feelings.
@Squisherific When it comes to Natsu, HE NEVER SHOWED ANYTHING. NOTHING. So even if Lucy likes him, He still treat her like a friend. The best i can think of is him thinking Lucy will have to lay eggs for him at some point. even Lisanna doesn't want anything to do with him lol
@Squisherific Gray and Lucy do have moments enough for fans to make head-canons about them. However, Gray and Lucy never showed romantic interest in eachother, Just like Natsu and Lucy, or even Lucy and Loke. Nalu existence is pure based on narrative focus and moments together.