To elaborate, the Shinentai of Sephiroth (Kadaj, Yazoo, Loz) are just that. Shinentai literally means spirit or thought body. Remember in the Temple of the Ancients, the guardians who couldn't speak or anything. Well, their actual bodies had died quite some time ago, and those were thought bodies as well. We know this because Aerith tells us after communicating with them.

So, they were remnants of Sephiroth, but they were also incomplete. They lacked the thing they needed the most. Jenova. Only with Jenova cells could they be complete. Other than that they were just a walking mass of Lifestream (as is shown when the rain, a.k.a. Aerith's Great Gospel, at the end of the makes Kadaj disappear into nothing more than spirit energy.

So, now we can understand why it is that the three want to find Jenova, but because of the fact that they don't have any of her cells in them, they are not automatically drawn to her. And don't forget, Cloud pretty much is being drawn to Jenova in the game. It tricks him though. He thinks it's a conscious decision because they're hunting down Sephiroth, but really they're just following Jenova who has taken the form of Sephiroth, so yes, even Cloud is drawn to her.

The reason Sephiroth isn't drawn to her Big D is this: he's controlling her. End of story. Now the question that commonly gets asked at this point is, "Why would Sephiroth need a Jenova Reunion unless she's controlling him." Well, he's locked in a crystal in the North Cave. The reason he wants a Jenova Reunion is so that he can trick Cloud into handing over the Black Materia. Once he's freed from his crystal prison, Jenova basically goes away. You don't see her until you fight her in North Cave again as Jenova SYNTHESIS.