Clearly I should have tried to go into detail instead of just making that curt response. I apologize for that and will now attempt to fix my mistake.
As I see it, for the sisters to go from being unhappy prisoners to in love with the dragon in the span of time that we have seen would be so unnatural that it could only be explained by Stockholm Syndrome. While that can absolutely be valid direction for a story to go, we already got it with Heloise and I for one want to see different things with different characters. If I'm not mistaken, you seem to be hung up on the the fact that they aren't in love NOW but I really think the building blocks ARE there for that to develop more naturally. The specifics are different for each sister so let me start with the one who is easier to explain...
Sabetha:
First of all, her wanting to leave says nothing about what she thinks of the dragon one way or the other. As hinted at in that scene as well as the one that gave a vague backstory for the sisters, she is suffering from some trauma that causes a deep fear of staying in one place too long. (it's not because she actually WANTS to leave us behind) Now imagine that we help her heal that trauma and she falls in love along the way. Wouldn't that be so much sweeter? Also, I can't help but notice that we were allowed to perform vaginal sex on the lesbian sister but not the bi sister. I wonder if that might mean that she will offer it herself after some sort of change in the relationship?
As for what her current feelings are... While she certainly isn't in love now I DO think she has at least some level of attachment. Aside from the fact that she had become comfortable enough around the dragon by the time she was made consort to not immediately escape; those obvious catlike things that she does in the comedic scenes are also the kind of things that a real cat is more likely to do with people they actually want to be around.
Inej:
Unlike Sabetha I do believe that Inej won't fall in love in the traditional sense. However, having a character like that become sexually close to and legitimately care about a person that they don't necessarily love in that specific way is something that has been done before and successfully in my opinion.
As for the pregnancy, her arguments about them staying for the sake of the baby would be completely moot if she didn't at least trust in the dragon to treat them well. On another note, your idea about the pregnancy being used as an excuse isn't completely destroyed just because it's real. The theory I would go with though is that she has long wanted for them to find a home where Sabetha could finally feel safe (because of the trauma) and realized that the pregnancy was a convenient excuse to prevent her sister from wasting the best chance they would likely ever have. (which again, suggests that she has put her trust in the dragon)
