Just on a whim I started flipping through all the authors notes in Fruits Basket up to volume 10. I did this because I think Takaya-sensei is evil and has inadvertently (or not) left clues that went completely over my head. This one was most notable to me because I remember the first time I read it I just chalked it up to my not understanding Shigure.
From volume 10 - author's note on Mayu-sensei:
"She might be the type who's kind of sad that she's a woman. That might be why Shigure likes her. Poor thing..."
Well NOW that makes sense.
*note: there is some spoilerific furuba discussion happening on
ayuni's LJ
here.