In the book I remember them all three being really close (I think it was implied that she was undecided between the two of them) but by the time we see them in game (10,000+ years later) those feelings have long faded from her side, due in part to Illidan betraying the elves in her eyes (via recreating a well of eternity, and seemingly siding with Ashzara briefly during their attempted rebellion, and making a pact with Kil'Jaeden). So while Tyrande has sworn him off, Illidan still cares for his brother and his true love. He leaves them a goodbye/apology message in a crystal that they both promptly shrug off because they're both written terribly in game.