Again with this shit.
Pieck had a friendship with Zeke because they were partners for a while, but after his betrayal, she no longer holds any sympathy for him, even Porco was more affected than her. This is why she doesn't mind exposing his betrayal, putting at risk Zeke's grandparents and his plans in Paradis, he is a traitor who needs to be dealt with.
With Porco, she also has a friendship, it's clear he is important for her and she does tease him. This doesn't mean they are in a relationship as the Piifag might want to believe.
Pieck is the type of person who makes friends easily, even with Marleyans and she puts her trust in those friends, she acts like the big sister in the warrior group, especially towards the cadets. But Zeke broke that special trust she had with him, this is why his betrayal affected her.
But now he is an enemy and she won't have second thoughts towards Zeke. We have seen how professional and cold-blooded she can turn when the situation demands it.