I personally see that Komui Lee shares the strongest bond with Lenalee. They are siblings, so no wonder? Indeed. But they're no ordinary siblings. They're one that would do anything for the sake of the other's happiness, in any way. Anything, as in, they would put their own lives at risk to protect each other.
I am no sacrifice. We're here for each other, here so we can live together... Both of us.. — Komui Lee, chapter 163
As mentioned in her childhood page, Lenalee's parents were killed by an akuma when she was very young. This makes Komui Lee the only relative that she has. He's been taking care of his beloved sister all alone. He acts like a single-parent for her. He cooks for her eventhough it's not even his speciality.
Lenalee is well aware of his efforts, therefore he really treasures her time together with Komui. It's obvious that Komui feels the same way. They eventually become very inseparable and dependant to one another: Komui would work hard because he has Lenalee, and Lenalee wouldn't have lived happily if it weren't for her brother.
Now, imagine how would that little, dependant six years old Lenalee feel, when she had to be separated by force from her precious brother—the only relative she had, the only support she needed. Komui, on the other hand, must have got a picture of Lenalee's mental condition after the separation.
Since the Order was not allowing Lenalee to go back to her home where her important brother is, Lenalee was being rebellious and restrained for trying to escape from the Order. She almost lost her insanity. She just needed her brother so bad. She kept on murmuring, "Take me back to that home..."
...until Komui suddenly appeared by her side and replied, "This is our new home."
It appears that Komui has tried so hard to achieve a position in the Black Order, just so that they can live together again. Lenalee is relieved to see her brother again. She knows that her brother must have put on a lot of efforts to be able to work there. He's sacrificed himself, therefore she will fight as an exorcist, for the sake of her brother.
Still scared, nevertheless, she finally started to carry out the missions that the Order gave. Komui always encouraged her by saying "Take care" when she said "I'm off". And when she came back from the mission, Komui—and the other members of the organization—would welcome her with a warm smile. Afterwards, she was slowly getting used to the Order as her own home. Her companions in the Order eventually becomes the part of her "world".
Komui, as an important and the only family member of Lenalee, certainly gives out the most influence to her character development. Komui's being sister-complex might look a little overboard sometimes, but if you look back to the reasons above, it makes a slight bit of sense. Although I am definitely not a fan of incest.
Aside from his high position as a Head Officer of the Black Order, Komui has a hobby of researching and inventing... stuffs. Some of them are considered dangerous, although not intentionally. His inventions are actually made for the sake of his people, but sometimes they end up causing new troubles to the people. He also designs the exorcists' uniforms. You'll notice that each exorcist's uniform looks different; which means that he even thinks of each exorcist's character, necessity and weapon! For Lenalee, of course, he designs something that will make her free to fly and kick away the enemies, while still looking pretty and sexy and all.