I see nothing wrong with getting close to someone you're seeing, as long as both people understand that any friendship, much like a partnership, takes work, understanding and isn't always 50/50. 
Ultimately, i want a 'real life' relationship with everyone that i see.  While it's not always possible, i do count many of the guys i see as close friends and would literally drop everything if they ever needed help or support in a time of need.  It's impossible to spend extended time with someone, share a bed & physicality and not get attached.  It then becomes a matter of keeping that line firmly in place and not letting it blur to a point of deception. 
Long after i've retired from this industry, i plan on keeping in touch with as many of my guys as i can.  Realistically is this possible?  I guess we'll see when the time comes... 
BN