It's the old common "mysterious" act he pulls off is what most girls like. Doesn't care about the "in" crowd. He's rather a loner than a groupie. Well... I guess he'd be considered a teamplayer, since the Dark Tournament. And there's also him hanging around with Kurama every now and then. I guess that's why there are always yaoi fics about him.. hehe.

And like all anime, there's always a "mysterious" person who is either just plain cold, or acts tough, but later appears to be a softie on the inside, like Hiei is for his sister-- Yukina. I find that kinda cute.