Let's not get ahead of ourselves on this one, because this topic is surely to be answered on the following episodes (Finale I think).
I agree with you that Yuki is capable of emotions (since Asakura is also capable IMO), but has little interface to show it. As Kyon said in Ep7, she might be getting lonely too, which I think she does.
(Also joins the Nagato Yuki fanclub. Yuki-ism anyone?)
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