I think what I really like about TF!Pyro and TF!Jojo's dynamic is that they both see each other in a way that others typically don't.
Jojo is a jester that constantly makes jokes at her own expense and encourages no one to ever take her seriously but Pyro does. Pyro looks at her, through all her jokes, and he sees a person, a real person, and not just the jester persona she hides behind. They see all the bits of truth in her jokes, all the insecurities, and they don't pry but they do keep it in mind. They are vocally Jojo's biggest fan by far because they know how much it means to her to have that support and they not-so-subtly encourage others to cheer her on too. Jojo rarely breaks her jester persona but when she does, it's with Pyro. Pyro is one of the only people she allows herself to drop the act with and be a person, not just a jester.
Pyro on the other hand, is often forced to be the serious one in any given situation. In a group of people it's him that often takes charge, especially when things go badly. They seem to have a sense of responsibility to at the very least keep people out of danger. People can also be wary of him, especially because of his very dangerous and volatile magic. Fire by nature is very destructive and he can do a lot of damage if he's not careful. They're often put in a position where they're reigning in both themself and others. But Jojo looks at them and sees a person just as silly and whimsical as her and it's such a relief to her. She recognizes him as a fellow prankster. She sees Pyro as a person who knows how to lighten the mood but who knows not to go too far and to hurt people. She trusts Pyro more than anyone else to be her partner in crime because he gets it. He gets their shared goal to put on a good performance.
They seem like a very unlikely duo but they just get each other. Their relationship started on a whim based on pranks but it's evolved past that. It's a relationship built on jokes but there is something very real and earnest beneath it all.
