^fundamentally. Yuki is still human, She is a humanoid interface, and will have human impulse. Curiousity is part of it. That or she's studying it for future reference.
Now wheres my what-to-do-with-Kyon pic of Yuki......... >.>
I saw that episode I was ROTFL when I saw the three girls show up
If they decide to change some few things on Book 4 for the anime. I suppose this scene might be added ^^