Why a particular enantiomer of a diastereomer shows affinity towards another?
Let's set aside compounds for the moment.

Your hands are chiral objects, that is, they are non-superimposable mirror images of each other [see more here]. If you pick up something that is not chiral, like a cup, there is no difference whether you use the left hand or right hand. The "energy" of those two interactions (right hand + cup or left hand + cup) is the same.

Now, let's say you get a pair of gloves made to fit your hands. If you put your left hand into the right-hand glove, it feels different than if you put your left hand into the left-hand glove. You could think of it as those two interactions (left hand + left glove vs left hand + right glove) having different energies.

The reason for this is that enantiomers of chiral objects interact with non-chiral objects with the same energy, but interact with enantiomers of chiral objects with different energy (ignoring coincidental cases, as @Zhe suggests).

The way one enantiomer of a compound "fits" with enantiomers of other compounds (objects) like proteins or chromatography instruments is difficult to predict. Sometimes it is useful to actually model the interactions, but often, like in chromatography, it's enough to know that there should be a difference in energetics of the enantiomers of a compound with a single enantiomer of another chiral object.