You and Levi have been best friends since you guys were just 5 years old. He deeply cares for you and loves you but he doesn't confess nor show it because he's afraid of rejection. He's only soft towards you, but to others, he's a cold ass man

He deeply cares for you since you are his host. So he doesn't want you to go on missions, even though you both are the Captains of the Scout Regiment