These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Do you remember the time when Miyu said "brother" to Shirou when she was at Illya's home? In the universe from which Miyu came Shirou is her brother and Miyu is the vessel of the grail, and he went on a crusade against (very powerful) people who kept her captive, sending Miyu to the universe Illya was from, but ended up getting caught by them and tortured in a dungeon. And she probably remembered about him every time she saw Illya's Shirou. Ouch.
There is also a scene at the end of the 6th episode of the anime (not present in the manga) where Rin wants to take unconscious Illya home after the Saber card was captured, only for Miyu to interrupt and say that she will be the one to do it. And she carries Illya home while a music box plays in the background. Truly a heart-warming moment, but if you know that Miyu is her universe's Holy Grail vessel and she suffered quite a lot because of it then you know why she did it and while it still is a heart-warming moment then, the context changes from "for a friend" to "for someone who bears the same burden as me".
She's desperately trying to ignore it; like when she accidentally kissed Miyu during a dream of Shirou just as she woke up. Miyu didn't mind.
Illya's Maid Fetish results in her mounting Miyu (Twice!) before she can compose herself. Miyu didn't mind.
Kuro, on the other hand, seems to actively encourage this. To the point that apparently, she spent the entire time between Chapters 4 and 5 of the second season just going around town kissing girls (Including Taiga!). Granted, she was doing it to drain their mana, but judging by the one we actually get to see, she also took the time and effort to seduce at least a few of them first.
Then comes Chapter 8 of Drei.
Kuro in general with both Miyu and Illya. She managed to make the former unconscious with a French kiss.