There are definitely a growing number of moments when rollin' with Lily that you see emotions developing from her end and slipping through.
Even at the outdoor BBQ, you see a few small cracks starting to form. It becomes very apparent when she says "I can only do the things I do because I don't have feelings for someone" (paraphrased). Over the story she does have, you see her opening up more and supporting MC more. She tells the big story of her background that no one else knows. The pandora's box has already been opened.
Even if you do it the "rough" way, afterwards she comments that the MC almost didn't listen to her and once admitted to, she leaves quickly. So even there, she's realized it's become something else than what she envisioned rolling to be.