You're right, they're Not Quite Right, but then again, after everything that's happened to the pair of them, who would be? I like the little evidences of care in the whole thing - Cloud's research to make sure he won't seriously damage or kill Sephiroth, Sephiroth's wanting and needing to have it made visibly clear that he was owned by someone else now, that he wasn't who he was. It's twisted up and warped, but there's still love and caring in there, and that's what's important.