The question surprises him because he thought that would be obvious -- but, of course. Obvious to him, and only him. Bruce feels like he's let Tony in way more than he's let most people go already, and Tony's gotten through to him on levels no one else has ever been able to reach before. To Tony, of course, Bruce has been keeping secrets; what else is he keeping from him?

"I do, Tony. More than anyone." And he feels bad saying that because he also cares for Lydia and Jesse, but that's different; he'd never lean on them the way he feels like he can lean on Tony.