In the episode “Cinnamon's Wake.”
LORELAI: I repeat my question: ’why should we date?’
MR. MEDINA: Because we’re clearly attracted to each other.
LORELAI: I’m attracted to pie. It doesn’t mean I feel the need to date pie.
When discussing if they should be a couple or not, Max brings up the point that they are attracted to each other and should date and it is that simple. Lorelai responds with, “I am attracted to pie, but do not feel the need to date pie.”