Lex has hopelessly unreciprocated sexual attraction towards Mercy; she's gorgeous, after all, and she's probably the only woman he is (or, possibly, has ever been) close to. Lex does something pathetic (eg. jerking off to her and she catches him, cumming in his pants when something mildly sexy happens, begging her to let him touch her, etc.) while an apathetic Mercy rolls her eyes.