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there was no need for me to build any more attraction, so it was safe to "just have fun".
Think of it this way. A girl cannot say "I want to fuck you." Because of society and all the rest of that bullshit, they can only indicate indirectly that they're interested.
If a girl goes out of her way to throw you a lot of IOIs, and you DON'T escalate, you're basically insulting her. You're saying you're not interested. She will either assume she's not your type, you're a pussy, or you're gay.
You can still "have fun." Hell, this is called GAME - it should be fun! You can still make jokes and make fun of her and all the rest of it - but you have to, at the very least, physically escalate and/or turn the conversation sexual and/or get her to qualify herself and build some comfort, otherwise she'll get bored and frustrated that you're not moving the interaction forwards and will find another guy who WILL.