It was never explicitly stated that Lacie had romantic feelings for Jack in the series, moreso that she found him odd, which we saw when her memories/thoughts/feelings of him were delivered via Oz to Jack. She would provide opportunity for Jack to do as he pleased with her, with the intention of rejecting him if he went too far, but instead she was baffled by his ability to control himself; as he drew himself a line and refused to cross it no matter what. While Lacie appeared to have been somewhat touched when Jack reappeared in her life after so long, she felt as though there was something wrong with him - it made her uneasy because she didn't know what to expect from him, all while being curious to see how he would react to other situations. Even so, Lacie admitted that the time they'd spent together was the most pleasant to her, however toward the end of her days Lacie began to feel as if it was Jack's fault that she had begun feeling so lonely as she realized that she would have to leave the world that she loved so much.
Jack on the other hand really despised Lacie, because she made him feel alive. After thier meeting, Jack tried to rise up through the world so that he could see Lacie again, but in the process he began to lose himself - wearing so many different faces that he didn't know which one was his own - and never felt complete (hence why everyone said that Jack was like a pool of reflective water so still it was unsettling). Jack hated that he depended on Lacie in order to truly feel alive, knowing well that he couldn't live without her.