Well, Zuko kind of did try to connect in the first episode when he admitted to be afraid of going home. She kind of brushed him off, told him not to worry, and then walked away.

However, what's really interesting, is that the creators were talking about how most officials and [new] royalty (I say new because the concept of there being "royalty" in the Fire Nation is new, in itself) are arranged. It's sort of falling into that category where Zuko believes that he will be happy with that.

But Zuko is a stupid teenage boy.