They are the easiest to get close to and develop a deep bond with under the permissiveness of family relations, but in my opinion they are also the ones not to get too close to in terms of intimacy. It's never going to be all that you secretly want it to be, and her family would never accept it (or you) if it did become that.
If things go off the rails with some other kid and her parents, be it real interaction or just suspicion or jealousy on their part, you can separate, cut off communication, move, etc. Difficult? Very. Impossible? No.
You cannot simply find a new family. Would you be able to live with a label as being "that uncle", the one who they never allow to be alone with any of the children at family gatherings? The one they glare at when their kid innocently and sincerely comes up to you to interact?
I couldn't live with that sort of stamp on my forehead, or star on my lapel. Or scarlet letter. Take your pick of metaphors.
I think you are correct to be cautious, but I wouldn't refuse giving her affection when she seeks it. All kids need to feel loved and special.
Blowing kisses? That might be interpreted in her young mind as something a boyfriend would do. If she is already 8 it won't be much longer before she has better social skills and will be able to understand your interactions better.
I say enjoy whatever time you have while she is still young, but try not to ignore your nephews as you said in the other post. That looks very strange to parents. I would be extremely surprised if she is still feeling any sort of romance toward you at 10 or 11, although she will hopefully still show some affection. Girls of 11 or 13 can become brutal in their sudden coldness toward us guys whom they used to cling to as they seek out new social circles away from relatives. It might be different in Latin cultures, I don't know. Be ready for the possibility, because it can be rather painful.
You don't want to find people staring at you as you weep silently on the airplane about a young relative, waiting to take off for your home far away. I've never done this myself. Eh, heh:(