Long story short, Nina brought Luna into her fold under the pretext of being friends and stole away her first kiss. At first, she had wanted to take it slow so that Luna would eventually enjoy it as well. She thought that she was being "better than a chauvinist who would just take your chastity and not allow you to enjoy it" as she put it. In fact, she was optimistic since it didn't seem that Luna was all that opposed.
But, that was when her father reprimanded her the next day, informing her of how sensitive Luna's identity was. It was only then that Nina didn't dare go any further.
That said, that didn't mean that Nina didn't take advantage of her Little Luna once in a while. However, that was under the umbrella of her being a friend as opposed to treating Luna like a plaything.
"Don't be like that," Nina whined, "I would have taken really good care of you."
