He may have had a crush on Nan but he really liked Mork even if he didn't know that's who he was communicating with. Nan never did anything out of the ordinary and only acted kindly towards Pi. He knew that Mork liked Pi so he didn't lead him on. Unfortunately when you have a crush you tend to look at every action through that lens so that's why Pi got his hopes up
I'm so confused about his character
Or then again maybe not