Because, Natsu and lucy are the main girl x guy. Gray is a pretty popular charatcer, but Natsu is the MAIN character! Plus, Gray and Lucy haven't had, like any moments! It is also obvious that Natsu has the biggest crush on Lucy! But i would take Graylu any day over Nali!
1. Natsu was the first friend Lucy met in the series, 2. Natsu brought Lucy to Fairy Tail, if she never met Natsu, she wouldn't be in Fairy Tail (she wouldn't know Gray) 3. It seems like Lucy likes to be around Natsu more than she does Gray. 4. She always calls for Natsu to come save her, not Gray