
Inevitably it leads to the fact that because Hei and Yuki were bitter and jaded to the outside world, they began to depend on each other for support. Support turned to lust, lust into romance and romance into a strong bond that is impossible to break with the admittance of a third party. Granted, had they been less jaded and Mochi introduced to Hei several hundred years prior, there would have been a larger chance for Mochi x Hei to work out.. Along with this, they have been inseparable for such a long time that they have become perfect for each other in every sense. Perfect lovers, perfect friends, etc.
Then factor in the fact that Yuki is a person who can easily become depressed, and Aurelius' initial appearance made him remember that, thus he cut ties with little Mochi. And that is why he prefers her over another girl.
3nodding