Based on what you said, I don’t see there being a problem with a human being friends with animals, whether they are dragons or not. (Is it immoral to have an animal as a pet?) If you so choose, dragons in your universe could be good creatures. In fact, I can see the potential that, perhaps, this dragon might be morally good, despite the rest of its race being evil. I can’t, however, say much more without knowing more details. (If you want to, you can send me a private message.)
As for the friendship turning into love, that doesn’t sound moral in the least. Sure, I can see potential in it being a moral conflict that both–or just one–must overcome, but you shouldn’t try to legitimize it in your story. Practically each race of creatures has a male and female gender, from which we can discern that God intended for that race to re-produce within its race (or in the case of humans, procreate). I think you must define what this love is, or at least have the characters struggle with defining it. If what you mean is conjugal love, the only way I can see it being moral is if the dragon was formally a human that was transformed into a dragon against its will, as in a curse. Even then, the dragon would still have to overcome the curse in order to to have a conjugal relationship again with a human or the human would have to become a dragon–and only against its will.
Let me elaborate on that last point a bit. God created us just as we are. If the human were to desire to become what it is not–in this case, a dragon–wouldn’t that be immoral? Especially when you consider that the human would become the dragon because it wants to have a conjugal relationship with it. The same can apply to the dragon.
I find no qualms with replacing human characters with animals. In your universe, perhaps God, instead of creating humans, only created animals. If you were trying to send a moral message through the story, I don’t see it being a problem for the readers to view the animals symbolically as humans, since the animals in the story play the same role as humans in God’s plan. Do I have that right? Either way, it would only be immoral if you intend to portray a dichotomy with animals and humans, in which humans are portrayed as animals and animals the superior creatures. And then only if that is the message you’re trying to get across.
An interesting parallel would be to compare what you want to write with C.S. Lewis’ Chronicles of Narnia. I don’t think that anyone has said that Lewis’ use of animals in the books was immoral because they have free wills and could talk. I hope this has helped.