May is really confused as to why everyone's trying to pair her up with her best friend.
To be honest, I don't see her being opposed to trying to date one of her good friends like Wally or Brendan. She'd be open to it if they asked her out -- not because she necessarily likes them that way, but she trusts them enough that they could at least have a good time. Maybe feelings will develop, you know? After all, going on a date helps to put them in a different position they wouldn't normally be in as friends. It's more intimate.. less of just hanging out, but still having a good time. Seeing them in a different light could allow her to see them more in a romantic sense.
I dunno, that's what May thinks anyway.
Also, all of this pressuring her and egging Wally on isn't helping. At all. Rather, May's feeling more reluctant to trust Wally because she's not really sure if he's telling her everything. Oops... :>