Okay, so Sigyn-Loki fans, that Mighty Thor Annual #19, pretty conclusively answers the question does Loki love Sigyn? - in several places, include a quotes from the God Pluto himself.
Loki gets pretty freaked out when he sees The Flame after Sigyn. As Pluto sets his plan for revenge in place he says... "Let Loki scream as he feels her pain, across the great chasm!" Pluto is getting revenge because he believes Loki didn't keep up his part of their bargain. Loki is trapped in Mephisto's realm and can't do anything to stop The Flame from attacking Sigyn. Pluto sent him after her to get revenge on Loki and knows killing Sigyn will do it because he knows Loki cares about her enough for her violent death to at least hurt him emotionally, but one thing he does not predict is that Loki will go to some pretty great lengths, including working with Thor, and freeing Thor from otherwise certain death, to save her.
and in the end Pluto says...
"So you have beaten me after all, Loki.... when I sent Hrinmeer to slay your wife, I merely gave Thor a most potent Ally. I am guilty of imagining only that Sigyn loved
you -- and not that
you, in your own way, might love
her equally as
much!"
Also a bit of info there about Sigyn, said by Thor (while Loki is inhabiting him as well)... "Who but a coward would slay an unarmed female
who ne'er in her life did bear a sword?"
I will say though Sigyn's outfit in this is pretty atrocious.

(Fan service, anyone? Definitely can't see her dressed like that in the MCU)