As much as I like Lady Nikos, and I really do like her, we are on a team with her and will have a chance to work that social link on our own. Weiss on the other hand is this big mystery that we want/need answers to but trying runs into her attitude.
It's worth noting that the Groom might just tell us what her connection to the Snow Queen is. He's smart in his own way and high enough in those councils to have some idea about the boss lady.
Also it works as a play on/distorted reselling Canon where Jaune was consistently trying to ineptly romance Weiss with little luck. Only here were pursuing her out of a desire for information and were being coached by a Grimm serial killer.
[X] Weiss Schnee. The spitting image of the Snow Queen. Some sort of princess from a faraway land, her motives for coming here at all a mystery twice over. Lonely and yet violently opposed to comfort and company.