I can see a lot of ways. Maybe they hooked up when Finn was still proud to be a Stormtrooper, and maybe there's still something there. Maybe Kylo Ren was such a new addition to the FO that Finn thinks of him differently, or maybe his reputation among the Troopers isn't very fearsome (or is an object of fascination). Maybe Kylo turns to the light side later and he and Finn become unlikely friends.
Re: shipping
I can see a lot of ways. Maybe they hooked up when Finn was still proud to be a Stormtrooper, and maybe there's still something there. Maybe Kylo Ren was such a new addition to the FO that Finn thinks of him differently, or maybe his reputation among the Troopers isn't very fearsome (or is an object of fascination). Maybe Kylo turns to the light side later and he and Finn become unlikely friends.