Ok then.
Note, may want to read this first as the following will make more sense if you do:
Bare bones Mallis Bio
Anyways, here we go.
Mallis pretty much tries to hang out with Fortune a lot, since the loss of her family and rejection from others made her feel alone and unwanted. She chose Miss Fortune as Mallis knows of what happened with her and feels they though they have something in common because of the circumstances of the events.
Fortune see's Mallis as the little child who just wants to play. She does often try to push her away though, not because she hates her, but rather because she doesn't want Mallis to find out the truth of her origins and her getting hurt as a result.(She has no idea Mallis already knows btw).
Also, Fortune has no clue about Mallis' origins. She thinks Mallis simply treats it kind going over to someone's house and hanging out.(Fortune also has no idea that Mallis is an orphan that has absolutely nobody to be with). Mallis does try to explain sometimes but never gets the chance to.
^That is pre-SG story mode(assumming she had one in the actual game). I'll make a quick version of her actual story mode:
Scene 1
Mallis is walking around looking for loose change as usual when she hears something from a seemly condemned building. She goes to investigate and sees 2 mafia members(isn't stated whch family they're with) talking about the skullheart and it's ability to grant wishes.
Mallis: Interesting...Wait, does that mean I could bring my parents back?
*Another mafia member spots Mallis and runs over to her.
Mafia man 3(meaning not of the other 2 talking): And what do you think you're doing?!
Mallis: *looks back in shock* WHOA! How did yo-
Mafia Man 3: Look kid, you shouldn't be evesdropping, didn't your mommy and daddy teach you that?
Mallis: *Tears start to well up in her eyes* If I still had them...
*The two men that were talking earlier see this exchange and rush over.*
Mafia man 1: Whoa, who's this kid?
Mafia man 3: not sure, but she's going back home right now.
Mallis: I told you! *Now starting to get upset* I don't have them anymore...
Mafia Man 3: Pfft, kids, always with thier stories. Come on kid, let-
*Before he finished, Mallis had bolted between them and ran out the building*
Mafia man 2: Wow, she's pretty fast! Should we try to catc-
Mafia Man 1: Nah, no need. We got more pressing matters to contend with.
**Fade**
Scene 2
*Mallis is now on a bench in the cathedral, alone, still upset about the way the men talked about her parents*
Mallis: Why doesn't anybody ever understand!? *sigh* *She starts thinking of Miss Fortune* Why...why do you push me away...? Am I just a pest to you...? I just feel like we have something in common. I know what happened to you, why won't you let me explain...?
*A tall shadow now starts to cover her*
Double: Fascinating
*Mallis looks up in shock*
Mallis: Wh-wh...who are you?
Double: I alas cannot say that, but something about you I sense, it's fascinating. But what is it? Perhaps a test of fighting skill to see?
Mallis: Fighting skill? Wait, no, I, I can't. Wait-
Double: There is no avoiding this child *Starts to go into battle form*. Fight, or die.
*Mallis tries to run but is caught by the feet by double and thrown a good ways*
Mallis: Ooof! Ok...that hurt a little...*Looks up to see Double coming at her again* I guess...there really is no avoid this this.
*Mallis quickly gets to her feet, and summons a pair of silver colored daggers in her hands.
Mallis: *Now with a determined expression* Ok Mallis, you can do this!
**Switch to battle**
There's a lot more but that's just a quickie for now.