Oh this is a fun question! Roslin is, to put it as best I can, an aromantic hedonist. He doesn't quite fall in love with folks romantically, though he feels a great deal of affection for Zanarin. This is on top of the fact he doesn't exactly know how long his hodge podge bizarre body will LAST. So it doesn't really make him comfortable to consider love in any way beside casual companionship.

Zanarin for his part views him as a good friend/bedfellow.