I think that while Horo is certainly messing with Lawrences' head a fair amount of the time, it's not due to maliciousness, but because it's her only real form of entertainment. That and food. But it's been shown that Lawrence needed a companion (boy, does that word make me think of Dr. Who), so they both get something. I'm interested in what Horo did before now, some of which was hinted at in episode 4.