The first time Vox said, "I love you," to Valentino, it went horribly wrong, because Val laughed and made a joke about how often he's heard that as a sex worker (especially now that he's in Hell and has become a walking talking aphrodisiac that Vox was currently high on). Vox is now so self conscious about his feelings and has never voiced them that way since. In Val's mind, he told Vox to only say that if he means it, but Vox hasn't told Val he loves him ever again, so Val certainly isn't going to be the one to say it first.