They're both in love with each other but neither Lucy nor Kate are willing to admit it. This is just sex - they have chemistry and that's all there is to it.
Kate doesn't want to think too deeply about why she was so upset about Lucy's perceived betrayal nor why she forgave her so quickly. It meant absolutely nothing.
Lucy doesn't want to think about why she keeps going back to Kate - she just wants information related to their latest case (and sex too).
So as they tumble into Kate's bedroom again, kissing, both steadily ignore what is between them.