In the lore, Noxus and Bilgewater used to be good business partners until GP ruined it all, mostly. It was said Katarina was a privateer in Bilgewater and used to employ people from there for merchandise transports. That was the old lore ofc but still, Katarina has probably heard of Miss Fortune and since they're both a bit similar (not in their storyline but in the way they are, strong women who took their fate in hands, leader-type personality and fierce red heads) people started figuring they could "tag along" well. Not as "friends" but as women who can share a beer laughing at men's ridiculous odds. Just my point, I'm not trying to forcing any canonbut maybe that could be a part of an explaination.