Being completely serious here, I think Azula has a thing for her brother. I also think she's into the whole dominating thing, and that's why she acts like she does around him. I don't think Nick would ever allow Zucest to be explored but come on, we all know it's there. Azula is one messed up girl, and if there's one character on the show who's not above incest, it's her.
Oh, and feel free to flame if need be.