Yeah! I think Sylvie sees something kindred in Natasha. They're both people who have had their childhoods stolen from them, that have had to scrape bite and claw to survive. Natasha has done this differently than Sylvie has, who has gone more feral while Natasha has something regal about her that Sylvie has never been able to reclaim
which is interesting! Having been adopted into a royal family from what is a royal family to becoming a street urchin essentially, vs Natasha who was bought from her mother and raised as a killer.
BUT there's still that wild child survivor under both of them that they connect to each other I think. Natasha is just enough game to let Sylvie lead her into trouble, to play off her jokes and make her feel comfortable in her presence. Which is a challenge as Sylvie is so spiky!
and then the one person she did have a connection with up and betrays her in the end even if it was because he wanted her to be ok. so she has to send him away. And really thinks she HAS to do it because what is the other option? become the very thing she has fought against this entire time?
So Natasha is nice because their relationship so far is very casual. There's connection but its not... deep yet, just passing enjoyment of eachother's company and very surface level