I think we need MORE ROMANCE. I hope Allen gets kidnapped and Lenalee runs off to save him, but she's too late... and then they have their psychic-connection-link-thingy while he's off with the Noah and she's being emo.
The naked Cross is actually the omake at the end of the volume (Hoshino usually draws that, doesn't she?). I don't think it has anything to do with Cross himself... he's saying DONDAKE~ XD That phrase is really famous because of a guy named IKKO. Go search IKKO on Veoh or something. xD I think that's just supposed to be weird - not attractive or anything.