The thing Vaan liked most about sleeping with Balthier - apart from the obvious - was that it didn't change anything.
(In fact, the only time Balthier didn't laugh at him was when Vaan was straddling his hips and they were rocking together, and even then Vaan wasn't sure; he was pretty sure he could see it lurking Balthier's eyes, or taste it when they kissed. He wasn't so sure he could hear it though; Balthier muttered words into Vaan's skin - not sweet things or compliments, mostly just Vaan's name and breathless insults that made Vaan start marking his neck to shut him up. That was probably the point.)
The thing Vaan liked about Balthier was that no matter what, he still acted like Vaan was Vaan - not a ghost, not his brother, and not something that needed looking after.
That was all Vaan wanted.