Memory
Hollows were, by nature, nostalgic creatures. Everything always brought up memories of pain, of hunger, of emptiness. And even when they were turned into arrancar and their lives made for the better, the pain of being hollow on the inside stayed with them.
Ulquiorra wasn't sure what it was (perhaps it was Grimmjow's warmth) but Grimmjow made him feel nostalgic in a good way. The chance that they had crossed paths during life was unlikely, but everything about Grimmjow brought up a good memory, though fogged with age.
He didn't strain his mind too much on it. Here and now was always a good place to be.
Owari