When Bel curls, catlike, against Squalo's body, the swordsman knows the kid's just being clingy. He may feel like a babysitter, the other Varia might see it the wrong way, and he'll never admit it, but sometimes it's kind of nice. To have another, warm, soft, delicate, vulnerable, so, so close. To make contact with someone who's not just another corpse.
And as different as Bel is, he's still only human. Squalo is someone he can embrace while his hands are still stained red with blood. He allows the prince a kiss, the coppery tang still fresh on his lips.