Late to the party, but they do love each other. It has been said multiple times.
By Jean, as she was patching up Emma's broken body when it was shattered. She found out that Emma has true feelings for Scott (This is around the time Emma/Scott were having an affair)
In Astonishing X-Men, Whedon's run, she admits it. Cassandra Nova also says that she knows that Emma really does love Scott (with all her predator's heart). Scott also says "I love you" to Emma, while they were in the breakworld, while piloting a jet.
In the Dark Avengers storyline, somewhere around Utopia storyline I think, they admit it to each other. Emma was about to leave the institute. They talked, then they shared secrets and admitted they love each other. It was a whole comic of them just saying I love you.
Also, Emma repeatedly rejecting Namor.
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