Azula has joined Team Avatar because:

A) She can access the Avatar state and that means it's practically Aang's duty to monitor her and make sure she doesn't use it for evil.

B) She saved Iroh so Zuko is on board with her joining and he out of everyone has the most reasons to object.

C) If they're fighting to save the world, Aang would much rather fight with Azula than fight against Azula.

That doesn't make the sky bison ride any less awkward. The Avatar may be the master of all four elements, but Aang can attest that it does not make him a master of conversation. He got as far as "So, we're soulmates…" before Azula shot him a look that made him feel like he stepped back into the iceberg. He had promptly took Appa's reins and prepared to stay silent the entire trip.

Not everyone got the memo.

"Azula," says Zuko, apparently immune to being iceberged. "Thank you for saving Uncle."

Aang holds his breath. He can feel the air thin as everyone around him does the same.

"You're welcome Zuko."

"Since when did you call him Zuko?" Aang blurts out before he can help himself.

The responding glare makes him feel like an iceberg whose insides are on fire, but he's still kinda hoping for an answer. Aang has only heard Azula call him "Zuzu" and it didn't seem like a glare worthy question. Plus, they're soulmates. Aang's not expecting a miracle but if Azula can politely answer Zuko then she can at least respond to him, right?

No such luck.

"Hey he asked you a question. Don't ignore him!" says Katara and while normally Aang would have butterflies in his stomach from Katara defending him, the way Azula smirks has him looking for lightning on a sunny day.

"Zuko. How's Mai?"

Katara and Zuko stiffen. Aang doesn't need to be the Avatar to see a fight is going to break out, but he does need to stop it.

"Azula," thinkthinkthink "Which do you like better, airbending or firebending?"

"Fire."

Yes! Crisis averted! Aang sends Katara and Zuko a look that's a mixture of please, please, please, let this go without a fight and I'm the Avatar, please don't start a fight before Azula's words catch up to him.

"Really? Firebending?" asks Aang, trying not to sound miffed.

"It is the superior element."

"But airbending's so much more versatile!"

Azula makes a dismissive gesture. "Firebending is best for conquering you foes. Any other use of bending is less relevant."

"You can fly with airbending," protests Aang.

"You can fly with firebending as well and, if we're including tools, a Fire Nation airship is superior to an air glider."

"Air gliders have more maneuverability," points out Aang, "and without tools I can climb up vertical surfaces with my air scooter."

"And I can propel myself over them or simply blast my way through. Face it, firebending is superior."

"You can make an air scooter…" starts Aang but then he stops as realization hits him.

"I have no need to—"

"You can play airbender games!"

"…I can what?"