User blog comment:Animegeek1689/Does Issei really love Rias?/@comment-116.86.62.227-20150629021201/@comment-108.224.166.119-20150702003136

Issei also stated in volume 16 "no matter where they are their souls will be connected" that's a rough paraphrase but point is he's borderline declaring Rias his soul-mate so he is madly in love with her.