This time I went with "be cold towards her at first and become closer later".
Well, when you get to the undercroft there is this conversation about her being lonely.
I expected to get to the part where you tell Serana "I have friends, that's all I need" and she says "And now you have one more".
But she simply didn't ask " What about you?" which would lead to that bit.
If you act indifferent to her at some point, she will also be indifferent to you.