Selphie doesn't seem to show any interest in Squall - and being the hero, women are meant to fawn over him - or Zell - who is physically fit - or even reciprocating Irvine's advances despite his pretty boy appearance. There's seemingly no interest in Seifer and the bad boy streak either. It's not to say that Selphie isn't just uninterested in the men she knows, but she could very well be in some kind of romance with her friend.