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Ever since Molly was young, she's had one goal in mind. Unlike a lot of little kids, she never dreamed of marriage, wedding dressing and cakes, a spouse and a few kids. She never understood the desire for those things, and her real dream kept her from thinking about those things much. Want she wanted, was to become a woman in black. She wanted to deal with aliens (from outer space, not actual human beings who shouldn't be called that anyway) like a cute blue thing she helped get away from them in 1996. Going when impeding them to wanting to join them might seem a bit weird, the thought of working for them never left her head, anyway.
It took her over 20 years to finally learn enough about them to know how to find them, figure out how they operate and get her inside their headquarters. It's everything she ever dreamed of and more, and everything she ever had to give up for this (whether it bothered her or not. She might have liked to get a cat at some point if it wasn't for this) was absolutely worth it. For years, this is exactly what she's wanted, and she will expose her supposedly pathetic no-lifeness, if it lets her have this. Agent O finally gives in after a bit of accurate flattery (is that an oxymoron?), and she gets to be a (wo)Man in Black!!!!
When she first sees Agent H, the alien's cheesy slo-mo doesn't distract her from his cocky attitude that tells everyone there that he's the best agent here. Molly, or Agent M, wants to be the best, so she needs to learn from the best. So she fibs her way into H's case, and everything is way more weird than she ever could have even imagined. It's more large scale and dangerous, but she's happy, because this is what she was working towards all these years.
She's not sure where H heard about her lack of relationships, of her never having been in love. It's true and she's not ashamed of it. It's not that there wasn't any takers. She might have been an alien nut, but people still found her desirable, both within those circles and outside of it. She never really trusted physical attraction, because it's fickle, easy come, easy go, it's a terrible thing to base a long term commitment on. And even though she was lucky to have great parents who still love each other, M herself never felt like that. She never got the desire to make that same commitment as her parents did. She's doubtful she ever will, and she's OK with that. And though she will give H the point about everything being chemical reactions while still being real, as real or fake deep as that is, she doesn't really see herself changing this aspect of herself. But she also has to admit, H's reaction wasn't terrible. She feels like she might really be able to trust and work with H, because he doesn't spend a lot of time trying to prove her wrong, just mostly accepts it. Maybe she'll explain it to him more concretely some day (maybe use the aromantic label), assuming they survive this whole case, which is a big if.
After they do survive, and figure out the case and M gets her full agent status, she feels sad to leave H back in London. She's going to miss him. Not the way people assume she will, but she really feels like she made a friend. During their ride back, she gets the vibe H (or Henry) agrees. It feels good. Maybe all relationships aren't useless, and maybe she can have a few of those, now that her dream of MIB has been fulfilled. She can't wait for her next adventure.