Considering the emperor's personality, that sentence wasn't meant in the sense that "he loves someone to any capacity". It's more like he considers both Edward and Margo to be possessions. Toys, objects, that belong to only him.
I thought that in that moment, the emperor was thinking of Edward, and that because Edward is essentially free to do what he wants, and is creating happy relationships with others, the emperor was acknowledging that Edward wasn't "his".
He's upset because his childish obsession with owning everything that interests him isn't being fulfilled.
Likewise towards Margo's situation, he's only upset because someone "damaged his toy without his permission", not because he actually cares for Margo. ╮( ̄▽ ̄)╭
Is the Emperor in love with his bodyguard or with Edward.... Or maybe it’s someone else? Who did he refer to when he said “you get a fever that only worsens when you want someone so much”.... Probably into his bodyguard though. Even if it’d make sense he has a thing for Edward since he seems all obsessive with him.