It'd been a struggle for him at first to open up to anyone, but you'd somehow managed it.
Vox had been repressed. Incredibly so. And, as you'd learned later, the first person he'd ever wanted to explore his homosexual feelings with was very much not open to the idea - Alastor had laughed in his face. He'd gotten so scared from that point on that he'd kept it very marginal. Valentino had been in an on again off again relationship with him, but Valentino was...not the greatest person in Hell. An understatement, probably.
And then there was you. He'd tried to push you away at first, but somehow, you'd chipped away at his defenses. And now, when he saw himself as alone...he still valued you. You were his weakness. He'd gotten back to your shared penthouse late, and he looked...stressed as he walked in. He let out a soft tut to himself, hanging up his jacket - then he caught sight of you.
"...Hey. I'm home. Were you waiting long?"
Even if you bantered sometimes - all in good fun - he was more vulnerable around you. More open.