The real question is it’s Lucy’s apartment is the ONLY one on the guil that is target by Natsu and co. Mostly Natsu. Not Lisanna and Marijane’s, not the girls dorm… only Lucy.
If it wasn't for Natsu having the Shoenen Protagonist Trope of being clueless with the concept of love, I bet that the reason why he kept on showing up in Lucy's room was because he's in love with her.