Mai (My) Hime (Spoiler Warning) Question-Anime Fans

Hi.  I recently completed Mai Hime, and I have a question for anyone or everyone who's seen it.  It's also my new anime obsession...you can only watch S-Panic so many times.  Anyways, I've read up on Mai Hime and I enjoyed it very much, not just the yuri content.  However, like most fans, I really liked the story between Natsuki and Shizuru.  Am I the only one who is confused about what happened between them?  From what I read in the subtitles, Natsuki didn't return Shizuru's love, she loves her but not in the romatic sense.   Was that an error on the version I read?  I'm currently watching Mai Otome (already read up on it on Wikipedia) and I guess the  books say that she did or does return her feelings???  Do you know what is the answer to that?  Trust me, I was heart broken when I saw she didn't return her feelings in that way, and I was rooting for them 100 percent.  Any info would be great, appreciate it!  Thanks.