I remember one time, I was with her in a mall, and I saw this really cool action figure of some sort--something that I've been looking for quite a while. This really feels uncomfortable because it's so uncool to buy an action figure while I was with an ENFJ chick.

She'd eventually say, "My ex is a toy collector." :)

The statement just made me comfortable. I don't know if she deliberately said that because she was able to sense the awkwardness of the situation, or if it's also an indirect statement from her that I can just be myself when I'm with her.

That's a trademark ENFJ trait. They're so good in making subtle open-ended remarks that can easily be romanticized or interpreted the way you enjoy it. But at the same time, you don't wanna get too pushy with your interpretation because you'll never know what she really meant. It's not as if she's overwhelming you with affection. It's just that she's so damn good in making open ended subtle flirtations.
Maybe that's the way she enjoys it. The basic premise, "You can get close to me, but have a sense of distance". The problem is the distance is so vague it becomes an addictive flirting loop.