First of all, Lois is drawn towards Lucy because there's something exotic about her. Lucy is from the United States, which although, it's just over the border from Canada, seems half a world away from Lois. For her, America is this mythical land of comic books and movies. That Lucy comes from this land makes her a particularly fascinating individual, as she represents a completely different world than the one that Lois has inhabited throughout her short life.
Lois is further fascinated by the wealth of Lucy's family. They all live in a large, gated house by the lakeshore with extensive grounds. This is a far cry from where Lois lives. Although Lois herself is far from poor, her family "only" has a cleaning lady twice a week, whereas Lucy's family has a permanent maid.
Lucy is full of surprises, which Lois finds especially enchanting. Whether it's revealing that her father has a patch over his eye like a pirate—the result of a shrapnel injury during the war—or showing Lois a picture of herself in a tutu, she's an endless source of fascination. For one reason or another, her life just seems so much more interesting than Lois's. It's safe to say that Lois has had quite an ordinary, sheltered upbringing and so feels naturally drawn to Lucy.