Ever since The Search I've had this headcanon that Azula has a soft spot for Appa. And she's so in the closet about it too. Where was Azula when the gang wasn't looking; she was with Appa. When no one is looking she kind of just curls up by Appa because he's warm and soft.

This is my headcanon dammit! And I will stick with it.

I don't think she'd like either of them because they are good and she's evil