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So just earlier today I was meditating a bit on why does Nagato enjoy reading so much, and why does she enjoy science fiction specifically? There must be a better, more-than-skin-deep reason that she likes scifi other than she's just an alien right?
Well, I've always thought that Nagato was a bit smarter than her other alien peers, because she's one of the oldest Human Interfaces that was made by the Data Thought Entity. That being said, I think she's more aware of Haruhi and her abilities and how dangerous they are. Koizumi and Asahina may not be aware of it, but she's been listening the whole time, and she has taken their perspectives under her own careful consideration.
And considering that Haruhi may have created the Data Thought Entity, and considering that Haruhi's notion of aliens and what they are probably came from society's or pop-culture's notions of what aliens are. The REAL reason why Nagato likes to read scifi because she's searching for clues to her birth. She's researching and looking for any clues, any kind of similarities between herself and the fiction of human beings. She's looking for evidence to either confirm or deny Koizumi's and/or Asahina's theories about Suzumiya, she's basically looking for validation of her own existence.
This may also explain why she doesn't want to provoke Haruhi in the way that Asakura did, and why she wants to protect Kyon. She sees her relationship to Kyon as the relationships between humans and aliens in all of the fiction she reads.
What do you think? Sounds right to me.