Wow I didn't know this, and I thought I knew a lot about FFXIII. It does make sense. I thought they acted very sisterly during the whole game and thought what some refer to as lesbian vibes was just a "love" of family since they were basically each others family. I think I would care for someone a little bit after going through a completely crap existance for a good 100+ years with only them as an accomplice. It helps to have someone go through those crap times with and rely on them for a degree of comfort/acceptance.
It even makes the alleged fang "boob grab" that so many people made a huge stink about make sense because if that were a guy Vanille was hugging her hand would've fallen much lower on his body. Guess they forgot to re-edit that part.