As a Nagato fan, I cannot understand why Kyon would take this long to just say "Yukirin"... I mean, it's not even embarrassing like "onee-chan", so just give the girl what she wants.
Also, skipping out on bathing with Yuki?! What's WRONG with you?!
... It's like this the whole time with the regular series, too, though. I could understand avoiding Yuki for Haruhi, but to then drool over Mikuru?
I'd say it's just him having such a deep respect for Nagato, since he owes her his life twice over and then some. It's much more than just romance going on there.
Really now...There is no need for you to strip now is there?I see.Eh, oi, Nagato.Yukirin.My clothes will get wet.That is true... But even so, please wear something that can get wet, like a swimsuit.I cannot recommend it.What is it?