With regards to Vina's sympathy, the Talosians did save her life and tried to make her happy. They did have a bit of a tragic history as well.
As for why the Talosians picked Pike; I think it was as much that he was Vina's dream man as Vina was his dream girl. They seemed to want to make Vina happy, until Pike rejected her then they cast her aside and got Number One and the yeoman.
I'm not sure how Pike leaving damned the Talosions to extinction though.