Well. Let's say that Nanoha actually has an extremely unstable mind(White Devil), and let's say that she planned to turn Fate into her sexslave after defeating her.
Now, what if that plan backfired(?), and Fate fell in deep love with her? The Stockholm syndrome indicated that the victim falls in deep love with the strongest person close to them, in order to survive. After her mother died, she no longer had any "protection", so she turned to Nanoha.