I don't think Nany and Bananas ever had a relationship off the show. Neither of them can define what was going on and Nany made it clear nothing physical happened between them. They both did extremely well in Free Agents and are such hot topics, I think the producers brought them back together for ratings.
While I do think Diem wanted to keep certain aspects of her life private, she was very open with her bouts with cancer and how it effected her life. I think her reluctance to let CT get close to her was more to protect him than her. She may have had an instinct that something wasn't quite right with her health and didn't want to let him get hurt.