Buffy's feelings on Pyro are complicated. She really, really likes him. He's sweet to her, he doesn't seem to mind the 'stronger than him' aspect and he gets her on that level that's somewhere between slayer and girl that a lot of guys don't. Pyro is actually someone she could absolutely fall in love with and that scares her because her track record with romance is a wreck. He also seems to acknowledge that she is a wreck and just doesn't care. That's a bit boggling to her but she likes it. He doesn't have any expectations for her either, that she can tell. She can just sort of 'be' when she's around him. Sure, he wants her to be the cool chick that wants to watch action flicks but he will also deal with her girlyness.

It does not hurt at all that he's really good looking and can take care of himself. She figures his life expectancy in her world would be pretty high PLUS he's good to Dawn and that counts major in Buffy's world.