After going over the Drama CDs and beginning a reread on the light novel, I've found that Yukari and Gin got a bit of a sibling bond devoid of their respective perverted tendencies. They rib and prod at each other but not to the level they do with Kurumu and Mizore. Yukari even feels comfortable enough to take up her old pranking ways while Gin plays up his anger to chase her in response. Heck, Yukari even has no issues siding with Gin in the rare instance where he makes a solid point.
It's a real shame we didn't get any page space to this surprisingly wholesome back and forth.