Full disclosure, I am a Knightingale shipper, but removing ship goggles for a second, it's actually really unsurprising for Julien to suddenly be trying so hard to be so close to Occtis these last couple episodes.
The only two characters he seems to have had prior relationships with outside of Thjazi are Bolaire and Thimble, which we know that Bolaire is his dealer and he had some kind of bad experience with Tyranny she keeps bringing up where he started crying that Bolaire is aware of, so it makes sense for him to not want to get very cozy with people he absolutely cannot risk being vulnerable in front of.
He also just had the second worst day of his life hanging around with Bolaire and Tyranny, but also Wick, which then makes Occtis the only other person from a noble house he's around right now (and Julien is a bit of a snob). Julien and Occtis also both very much have their worldviews shaped by the broader caste system they were raised in, so they are the most similar in how they speak to and interact with others. They speak the same language in a way even Wick doesn't because he was raised so religious that the way he was raised to engage with other people is very different from how the children of the other houses seem to behave.
Occtis also knows better than to push Julien, because their upbringings were similar enough that they both understand not to ask questions the other one doesn't want to answer. Occtis has previously been pretty meek anyway, but he's also just not a person who is going to ask Julien about his trauma responses because he doesn't want to invite Julien to ask about his. This part of the dynamic is subject to change fairly easily, but at this moment I think they're both way more interested in dealing with the right now than they are the past or future.
Julien did try to bond with the other martials, but then pretty quickly realized that they had all been on the other side of the Falconers Rebellion and were close friends of Thjazi, so he can't default into the only other world he's comfortable in (being a soldier) which means he's retreated back to being a noble, putting him squarely back in Occtis's orbit. Plus Occtis doesn't have the same deep connection with Thjazi most of the others do. Thimble and Azune will get defensive and angry if Julien talks shit, the worst Occtis gets is annoyed because while he's grateful to Thjazi and I think feels indebted to him, it's not that deep love some of the others have.
Then throw that in Aranessa is gone which puts Julien at sixes and sevens because he doesn't have his anchor of being able to protect someone (his liege, his subordinates, etc) but Occtis is someone who is smaller and physically weaker and hey he's a noble! So Julien can default back into his comfort zone - the thing he was literally raised from the cradle to do.
I also think that proximity to Occtis desensitized him to the dead thing, plus his field trip with Bolaire where he's like "never mind I think I prefer the horror that is within my comprehension" have helped. But also, he has (for lack of a better term) forgiven Occtis for what his family did. After the thing with Tertia and seeing what the Tachonis are comfortable doing to their own children, he's warmed up to him and I think it's because it allowed him to start seeing Occtis as another victim.
In a big way, Occtis is the only tether Julien has to his old life right now. He's an heir with no house, a soldier with no battle, an instructor with no students, and a knight with no liege. He can easily slot Occtis into at least one of those roles in a way that allows him to continue with a familiar pattern of how to interact with the world: he's shielding Occtis the way he had done with Aranessa because Aranessa isn't here and Occtis is the only one he can rationalize doing that to.
So basically he has this person who speaks the same interpersonal language he does, whose life was also ruined the same night Julien's was, and who fits easily into a relationship format that Julien is deeply comfortable being in. This is the easiest person for him to deal with and he is going to cling to that.