I know, right? He seems to care about him/her far more than Lucina and whoever he marries. He even says things like "What if I drag you down with me?" which just shows that he cares more about the avatar than himself, and considering he is the future king/leader of the shepherds isn't really a great thing to think, as so many people need him and his death would result in a lot of trouble for Ylisse. Even when you sacrifice yourself, he says something like "I will spend the rest of my days looking for you." He's a king with a wife and children, yet he'd spend the rest of his life searching for one person? If that's not proof of love then I don't know what is