At first, the Mashins were all very cold, or at least they seemed to be as they tested the hearts of the Magic Knights. But as soon as the three girls were accepted by the Mashin, that cold visage was lifted. But, at the same time, you could never really tell what they were thinking.
This is my theory. I think that the Mashin really were like doors that needed keys. The escudo swords were the keys to the Mashin in the way that, without the swords, the Guardians stayed resting in their dimensions(like when Hikaru's sword broke in the second season). But it doesn't just end there. I think that the Magic Knights strong hearts were another key, they opened the hearts of the Mashin. When the Guardians accepted the girls, I think that their feelings of loyalty and love were created. It's not as if those emotions didn't exist before, they were just sleeping; just like the Mashins themselves.
Also, the sense of closeness between Knight and Guardian could depend on the strength of the Magic Knights hearts. Let's take Hikaru, for example. While Umi and Fuu had to actually ask of their Mashin to address them by their names; Rayearth frequently called Hikaru by her name, so she never had to ask him about it. There are also little hints in the anime that he does actually care for her, though it's hard to tell.
In the end though, this theory probably needs a lot more thought put into it, so let's have a discussion.