
Let's get this clear: Yor is way more aware of her love for Loid and Anya because she's used to the idea of love; she has had Yuri since the beginning and loves him as family, so the feeling isn't that weird for her. Loid has been alone since he can remember. He has no family, almost no friends and not even hobbies and passions. He does love Yor and Anya but he doesn't know it is, in fact, love. He tends to go out of his way to please Yor and the way he got in all Twilight mode in that snow mountain chapter to protect her proves he loves her deeply but unfortunately doesn't even know that this is how love feels like.
I love how Gajeel will say he fights hard bc of Levy every chance he gets, my boy is so proud and grateful for his wife