In a lot of ways this is Odo's equivilent of a teenage romance experiment. Sure he has it for Kira, but she's involved with another guy and he's finally just worked up the courage to make ANY kind of move, even if it's with girl #2.
As for his shapeshifter anatomy? I'd think from the female's point of view a partner who can alter at will the size, shape and texture of certain portions of his body would have some sort of appeal. Though if Odo only gets off from turning into Jello, I'm not really sure what he's getting out of it.