I think because we've not spent a lot of time on Mai's feelings for Zuko outside of the fact that they exist, it's hard to know their exact genesis. I mean, if you look at what we do know you can rule out a few things. Whatever it is that attracts her to him wasn't mitigated by their three years of separation or his dishonor that caused it. I think this implies that her feelings are not terribly transient and also that they're not based on his status. The fact that she's known him since childhood means that she's attracted to the "real him" so to speak, without the extra layer of bitterness he grew during his exile. So, ultimately, while we can't know what exactly
about him she likes we can basically guess at it based on what we do know about Zuko.
Recently, I did a meme in my LJ wherein people would name characters and then we had to list at least three bits of our own personal canon about them. You know, things that aren't actually proven or anything, but are stuff that we sort of assume in the backs of our minds.
Mine for Mai kind of elaborate on this subject a little.
1) There was never really a big traumatizing event or grand epiphany that made Mai the way she is. For all that she grew up extremely privileged, surrounded by royals, and was offered everything that entailed, the general rhythm of her life was extremely mundane and had become tedious to her before she was ten years old.
2) Mai genuinely likes Azula and admires her strength. She also understands exactly how far she can push Azula before Azula retaliates.
2a) This does not mean, however, that she would never cross the line. To the contrary, there have been times when she's considered doing so, just to see what would happen.
3) Initially, as a child, Mai never wanted to like Zuko because she'd heard her parents planning/hoping for an arrangement between him and her and if her parents wanted her to be with him, and just because he was royalty no less, she figured he'd be boring.
4) The reason Mai does, in fact, like Zuko is because he tries so hard and feels so much. Not only are some of the more idealistic traits he possesses considered weakness in the Fire Nation and as such makes them rare and interesting, but Mai admires his ability to believe so hard and sort of wonders what it would be like if she felt that herself.
4a) Despite her more-than-passing love for irony, she never thinks about the fact that he inspires that same sort of passion and belief in her that she admires in him.
5) Mai hated Omashu so much, not just because it was boring, but because the prospect of a change in scenery had actually momentarily given her hope that it wouldn't be. Instead her life was just as tedious, only now instead of being at home, she was stuck in extremely depressing situation of taking up residence in an occupied city.
6) Mai is Zuko and Azula's third cousin. (Ursa's second cousin once removed.)
7) When they were still at school Ty Lee taught Mai how to kiss, teased her the entire time, and harassed her for months afterwards about trying it out on Zuko.
8) When Zuko was banished, Mai immediately tried to stop thinking about him. At all. Ever. She didn't want to hope that he'd ever come back because she considers herself a cynic. (She still believed it anyway.) She never succeeded in letting him go.
9) Though she joined Azula before even knowing what the mission was, Mai was looking intensely forward to trying to apprehend Zuko and Iroh. Not because she particularly wanted to see them captured, but because despite the ignominious circumstances, it meant that Zuko would finally be going home where she might be able to see him at least occasionally.
9a) She did refused to consider this a foolish hope for the sake of her own dignity.
9b) She was rather annoyed when Azula seemed far more focused on capturing the Avatar.
10) Ty Lee is not someone Mai would ever have chosen as a friend herself, but Mai is thankful to Azula for choosing them both because Ty Lee is not like anyone else and Mai likes that.
So, yeah! Until we have solid interaction from which we can glean specifics, I think one guess is as good as any other.
Also, along those same lines I would seriously like HIGHLY HIGHLY recommend my friend's version of this same thing. She turned it into a sort of unconventional form fic: Sixteen Facts and One Letter, Regarding Mai and Zuko
Good times. Also good times that I am unsure if I linked previously but whatever I will just link it again, another thing by a friend of mine: A Little Thickness of the Coin
, which is five unrealized scenarios in which Zuko inquires after Mai's possible betrothal and one that isn't.