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Secret Sharing
For as much as Pepper cares for Tony, there are things that she never shares with him.
When Tony asks about Clint’s absence during Christmas, Pepper acts as mystified as the rest, and points out that some of them have lives outside the tower and he’ll just have to ask when Clint shows up again.
Given how Tony loves to stick his nose in where it’s not wanted, Pepper doesn’t buy Christmas presents for either Laura or the kids; the best gift is peace of mind, from not having to wonder who all knows that the family exists or how easily they might be tracked down.
Shared Experiences
Steve knows what it’s like to deal with a Stark, which makes Pepper feel a little closer to him from the get-go, even though she’d never gotten the chance to meet Tony’s dad.
When Tony gets particularly imperious, enough that even Pepper needs to throw up her hands and walk away, Steve’s the one who won’t put up with his bullshit (even if he also wouldn’t describe it in those words).
Neither of them can really follow Tony’s thought process when he’s deep in Genius Mode, but they’re both good at making him feel even more intelligent than he really is, and neither of them really minds the gap, so long as Tony keeps using his intellect for the betterment of the world.
Shared Emotions
Pepper looks up to Bruce, given how good he is at managing his more negative feelings; Pepper’s used to hiding hers behind a variety of social masks, but Bruce really seems to have a handle on how he allows people to affect him—even when Tony needles him deliberately.
It’s why she’s never been worried about having the Hulk as a houseguest; she knows he’s not going to show up without good reason.
Now if only Tony would pick up the trick of mastering his impulses before they do any harm….
Physical Intimacy
After years of managing Tony’s grabby hands (and their social fallout, as it comes), it took her a few months to adjust to Thor’s more innocent use of touch, which lacks either insult or innuendo.
For an alien warrior who treats battle almost like a game, Thor’s surprisingly cultured, in a way that feels more anachronistic than his speech: How many gentlemen still kiss a lady’s hand in parting, or gently guide her with a hand on the small of her back?
Not that he’d ever try it with Natasha, but then, he seems to consider her a warrior-class maiden, which understandably sets her apart from the usual gender norms of Asgardian society.
Vulnerability
For the most part, Pepper doesn’t let her hair down around Tony (not trusting that he won’t take advantage if she does)—but with Natasha, she feels like she’s finally got someone who can watch her back.
She’s never had girlfriends (of either sort), not since grade school, and it’s bizarre for her first and closest female friend, the one she enjoys shopping sprees and spa days with, to be a skilled assassin who perceives the tiniest details of her surroundings and never smiles except for a specific purpose.
But when Tony’s hurting and hiding it behind the facade of a guy so rich that pain can’t touch him, it’s mostly Pepper and Nat who see behind the mask, and find healthier ways to help him cope with everything he’s lost.