Because Sion saved and took care of Nezumi when he was injured one night, Nezumi became devoted to him.
Rampant in episode 2 as well. Shion blows off having sex with Safu (telling her to ask again in 2 years) Then Nezumi shows up, risking his life to save Shion. Cue their conversation in the getaway car where Nezumi falls back into his habit of teasing Shion, about his body this time, then hints at the fact he's been watching Shion for four years, and has seen him naked.
Not to mention when Nezumi pulls Shion close enough to kiss him when he says he doesn't want to hear any more naive bullshit from him.
In Episode 3, Nezumi tells Shion he thinks his appearance after the transformation is charming—when he's seeing him in his boxers, no less—and crouches down and lifts/holds Shion's face in his hand. Also, Nezumi tries to comfort Shion/make him understand the situation, and does so while caressing Shion's cheek with his palm and running his fingers through Shion's hair and gently caressing the mark on his face, only letting go when Shion gets up. Not to mention the first thing in his list of things Shion shouldn't miss out on is sex.Seen here. They also see each other shirtless.
The beginning of the episode had Nezumi grabbing Shion to pull him close to his face, almost as if he was trying to kiss him.
In episode 3 Nezumi also has a Freak Out over Shion being infected with a wasp and saves him, telling him he'll never let him die (while getting real close the entire time).
Also in episode 3, Nezumi treats Shion's wounds after cutting out the wasp and gently puts him to bed, tucking him in as well.
Plus in episode 4 The Dogkeeper points out that Shion seems to be the only person who makes Nezumi emotional, plus Shion's little outburst when Rikiga suggests Nezumi whore himself out- complete with a very tsundere "baka" and tears when questioned by Nezumi.
Let's not forget that when Rikiga invites Nezumi to join his prostitution business, he responds by saying he "is not interested in picking up women." Indeed.
Also in episode 4, Shion says he's drawn to Nezumi and wants to know more about him.
Also, Nezumi wraps his arm around Sion as they begin leaving Rikiga's home, only letting go when he spots a photo on the ground.
Also, Nezumi stops a whore who was sexually harassing Shion and tells her "He (Shion) belongs to me."
Also, what about when the two mooks wanted "payment" from Nezumi after he kisses the prostitute? They didn't look like they wanted to beat him up, so what kind of payment did they want? A kiss?
Near the end of the episode Dogkeeper confronts Nezumi on why he insulted his/her mother. The conclusion he/she draws too was that he was jealous of the attention that he/she was giving Shion. Wow.
Essentially, things get gayer with every episode; it's a wonder this series isn't just labeled Shounen Ai.
That's because the novel was written by Asano Atsuko, an infamous writer of BL-ish novels she claims are 'children's books'.
In the novels, after Shion survives the transformation/birth of the wasp/whatever you want to call it and notices his now-white hair and the red snake-like mark wrapped around his body, Nezumi says that having a red snake wrapped around your body is sexy. While tracing the part of the mark on Shion's chest. While said boy is still naked after stripping to see the extent of the mark. Whether this happens in the manga is still yet to be seen.
A toned down version of this scene does appear in the manga here and here.
There's also Shion's "good-night kiss" and Nezumi's kiss in the end...
Then there is the dialogue between Shion and Nezumi in volume 2, cited at the top of this page.
And later Sion says that nothing scares him more than the thought of losing Nezumi.
He also says Nezumi's the one person he couldn't bear to lose.
Not to mention Shion gets on top of Nezumi in bed after the latter faints and gets close to his face, as if he were trying to kiss him.
In the original scene from the novel, Shion panics at first when Rat faints, holding him in his arms and then falling to the ground with him before regaining his composure, lying him down and checking his vital signs.
In episode 6 Nezumi straddles Shion again when trying to strangle him. Nezumi also asks Shion to chose between No.6 or him. Not to mention they seem to have a desire to get into each other's faces. Or the fact that Shion is so determined to not become enemies with Nezumi and tells him "Whatever happens, even if we're killed, I'll be by your side." Or the fact that Nezumi wants to protect Shion from being killed.
They seem to be very fond of straddling each other for whatever reason — fighting, sleeping, checking the others consciousness/temperature, even cutting killer parasitic bees out of the other.
Nezumi seems to be something of a Tsundere towards Shion, what with him delivering an angry rant at No. 6, but then gently comforting Shion the moment he sees Shion is upset.
Chapter 5: Sion's mom says that when Sion talks about Nezumi she hears longing and hurt in his voice, then wonders if his heart got broken. And Nezumi later asks, while they're wandering through the city, if he wants to hold hands so they don't get lost. Sion refuses, though. And in the same chapter, when a prostitute kisses Sion, Nezumi comes across them and says "That guy's mine." He also tells her that "This guy (Sion) is so into me that no matter how pretty she is he won't react to a woman." The prostitute also wonders if they're lovers.
In chapter 6, a random guy comes up to Sion and hits on him, saying, "You're very pretty like a doll." And Sion tells Nezumi that he's "very elegant" and his movements are "very beautiful", so beautiful that he "couldn't help but stare".
In chapter 7, Sion learns that Nezumi performs on stage with the name "Eve" and says, while imagining Nezumi, "I guess that explains why your movements are so beautiful!" Also, Sion tells Nezumi that he thinks he's amazing. And after Rikiga goes too far, Shion snaps, almost strangling him for insulting Nezumi, although the latter didn't seem to mind. Also, Nezumi tells him to worry about himself and wipes his face for him, wiping his tears away.
At the end of chapter 7, there is a page where it features the characters sitting down to watch the anime. Nezumi forcibly sits down next to Sion instead of away from him.
Chapter 8 has Sion wanting to know more about Nezumi. He tells him things he knows about him and implies that they share a bed, and when Nezumi tells him not to bother since one day they could be enemies, Sion argues that he doesn't want to go back to the life he had, the life of not knowing anything real, and says he wants to live here, while getting really close to Nezumi. Nezumi asks why, and Sion responds with "I'm drawn to you." And he also tells Nezumi "I love you." And after Nezumi tells Sion that he's wrong—he's not drawn to him nor is he in love with him—he gently touches Sion's face and asks him "Did I hurt your feelings?" Also, Karan and Safu when Karan gently pulls Safu to her and hugs her.
Chapter 9 features Nezumi saying he'll accompany Sion while he goes to Dogkeeper's to wash dogs so he can watch over him and make sure he doesn't get attacked again. Sion rather excitedly says he really wants to watch Nezumi perform on stage. And Nezumi thinks about Sion when he gets a note from Karan saying that Safu was captured, worrying that Sion will go after her, showing that he worries about Sion and doesn't want him to die. He says he doesn't want to lose Sion.
Chapter 10 has Nezumi enlisting Inukashi's help and saying he doesn't want to get Sion involved in anything dangerous. Also, Inukashi comments that Nezumi must care a lot for Sion, which irritates Nezumi and causes him to attack Inukashi, threatening her. And Sion tells Inukashi that he thinks Nezumi is very kind-hearted because he's saved him numerous times and says that without him he wouldn't be alive. Inukashi notices that Nezumi only shows emotion when Sion's involved.
In chapter 11, Nezumi straddles Sion again and we see a flashback to when they first met, with Nezumi straddling Sion. Nezumi acts protective over Sion and lifts his face up, asking him who he chooses: Nezumi or No 6? Sion again tells Nezumi that he doesn't want to become his enemy. He also tells Nezumi that "no matter what, even if it should kill me, I'll stay by your side." Also, Rikiga says he'll take care of Sion and says that Sion doesn't need to stay with Nezumi. He says that any son of Karan's is like his own and tries to buy Sion clothes.
In chapter 12 Inukashi says that if Nezumi cares so much about not losing Sion, then he better protect him until the end, and he better be prepared to do any dirty deed necessary to do so. Sion shows up and worries about Nezumi after he notices that he's bleeding because of being bitten by Inukashi's dogs. Sion tries to allow Nezumi to lean on him but Nezumi slaps him away. Sion apparently puts bandages on Nezumi. Nezumi doesn't want Sion to worry about him or put himself in danger. Sion tells Nezumi in a heartwarming speech that he's glad to have known him, even if Nezumi doesn't feel the same way, and kisses Nezumi on the lips. (good night kiss)
In chapter 13, Sion leaves Nezumi to go after Safu and thinks about how much he respects him and the joy he felt at meeting him. All he could manage to do was tell him "I'm glad I met you" and give him a kiss. He also thinks that he doesn't want to lose Nezumi. He says he'd do anything if it meant he could protect Nezumi. Nezumi beats up Sion for lying to him and says he kept a note from him because he worries about him. Also, Rikiga worries about Sion again. And at the end of the chapter Nezumi covers Sion's hand with his when Sion is worrying about Safu to comfort him and tenderly intertwines his fingers with his own.
In chapter 14, Nezumi tortures a top No 6 official for information and Sion stops him because he cant' bear to see Nezumi hurt others and he doesn't want to see a cruel "false" Nezumi—he wants to see the Nezumi that was kinder, especially to him. It's stated that Nezumi is only being cruel for Sion's sake. The top No 6 official also hits on Nezumi.
In chapter 15, Nezumi tries to kill the top No 6 official, but Shion tries to stop him. In response, Nezumi hugs Shion close and holds a knife to his throat. He tells Shion to never leave his side again. He also tells Inukashi that Shion will give him a really skillful, passionate good night kiss if he wants one. Nezumi has had experience with it first hand after all. Shion and Nezumi also give each other a warm smile and Shion freaks out when Nezumi collapses because he thinks he's been infected with a parasitic bee. Shion gets upset at the thought, holds Nezumi up and hugs him close. He also thinks that he wouldn't be able to handle it if he lost Nezumi and swears to save him.
In chapter 17 Nezumi reaches for Shion, screaming his name, and pulls him underneath a blanket with him to protect him when the manhunt arrives. They get into this position with Nezumi worrying about him. Nezumi grabs Shion and orders him to not snap. Shion looks at him and thinks "This is where my heart is. Proof...that I am human. I was human when he stole my heart and human when I longed to stay by his side." He touches Nezumi's hand very gently and thinks "Nezumi, I...I want to stay human!" Shion touches Nezumi and blushes telling him he's amazing. Shion does a Caught the Heart on His Sleeve moment to Nezumi (something usually reserved for female and male couples) and thinks "Nezumi, please...keep me human!" Nezumi pulls Shion close to him telling him to not let go before they enter the correctional facility. He then tells Shion "We're going to hell together. But we're coming back alive."
Rikiga even gets in on the act in episode 7 by bursting into tears over how kind Shion is and insisting on buying him new clothes.
Or getting really close to his face when he says that he should worry more about himself rather than about others.
Also, Sion leans forward and kisses Nezumi on the lips after giving him an emotional and meaningful talk about how he's glad to have met and known him, calling it a "good-night kiss". See it here.
And Nezumi smiled afterwards.
Also, in the novels Nezumi breaks down and cries for what is implied to be the first time in years because Shion is leaving
Nezumi seems to not want to involve Sion in anything dangerous like going after Safu. Dogkeeper even says Nezumi does have emotions when Sion's involved and wonders if Sion's really that important to Nezumi. Not to mention that Nezumi seems willing to sacrifice himself (if he has to) for Sion's sake.
And the mere fact Nezumi doesn't automatically get pissed off at Sion for kissing him just makes it all the more obvious. I mean, what heterosexual guy would allow their friend to do that?
In episode 8 Sion is revealed to have given the sweater Safu's grandmother made him to Nezumi, comforts Nezumi when he gets hurt because of a song, and catches him when he nearly falls over backwards after singing a song, cradling him in his arms. Rikiga acts really concerned when he thinks something happened to Sion, and gets really close to his face when he sees him again.
In episode 9 Nezumi says that he doesn't want Sion to ever change, shields him from an attack, and wraps him in a blanket with him to protect him.
Also, in the novels, Shion is close to strangling a man because he tried to kill Nezumi. Only when Nezumi tells him to stop he snaps out of it. And then there's his explanation of what he was doing:
That man tried to kill you, so he had to receive punishment.
In episode 10, Nezumi has a very brief flashback of moments spent with Shion, including Shion touching his neck. And Shion saves Nezumi from an attack and kills a man who tried to kill Nezumi. And following that, Nezumi cries over having witnessed Shion kill someone, blaming himself, until Shion gets really close and comforts Nezumi in a heartwarming moment.
And after having said flashback, Nezumi mutters to himself "I have fallen..." before moving on.
Shion also allows an injured Nezumi to lean on him before they go to find Safu.