I think something interesting to note is that in canon, all of Zinnia's relationships are at a distance. And by canon I mean Masters (so not technically canon). For example, Steven. She very clearly likes Steven, even if she has a rather unique way of showing it, but all her interactions with him are very distant. She teases him and even tries to subtly help him in a lot of ways but she always seems to keep her distance.
Now, you could just say she's not interested in being friends with Steven, he's just some guy she encounters a lot, but I think that the reason she's like this is because she's scared to make connections. Aster's death really hurt and she's scared that if she gets close to someone, she'll lose them and feel that pain all over again.
Meanwhile, if you asked Steven if they're friends he'd say "Something like that."
On the other hand, if you asked Zinnia about the player character, she'd say you're best friends but in a manner that's clearly exaggerated for the purpose of messing with them. However, its still the same dealio of not wanting to get too close for risk of losing them.
