Contrary to popular opinion, it wasn't all bitterness and antipathy all the time between Yeung Gor and Gwok Fu. There were times when they got along pretty well...and even seemed quite fond of one another (the time when Yeung Gor stayed with the Gwoks at Dai Sing Kwan before the Heroes' Conference comes to mind). They weren't going to be lovers, ever, but it didn't seem hopeless that they would at least be friends.
Gwok Fu, naturally, was attracted by Yeung Gor's good looks and wit. After being fawned over by the Mo Brothers, she was probably intrigued by a guy who put up a bit of resistance to her. What made Gwok Fu attractive to Yeung Gor, however? I can't imagine he was friendly with her only out of deference to Gwok Jing.