The whole reason Yukina wants to experience love personally is to make a love novel that her readers happy. It's that kind of plucky determination eventually leads Yukina to experience love for the first time in her life.
Akira defends Yukina when Shigure's fangirls gang up on her about her closeness to Shigure.
When Yukina tries to sever ties with Shigure by ending their "love" missions (which Shigure initially wanted to get out of in the first place), Shigure isn't willing to give up Yukina without a fight, showing that he's really begun fall for Yukina.
Shigure telling Yukina to fall in love with him, mirroring her words to him in the first chapter.