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After rebutting all of her advances, Connor finally shows he loves Exie in the first game and defends her from Gage (at least in Connor's story anyway). Considering how much of a jerk he was to her eariler, this was really a touching moment in Connor's story.
Exie one-ups this by marrying Connor in her ending in 2.
Generally, all of Exie's ending are heartwarming.
Despite the fact that Bluebird is clearly a little bit crazy, Connor never actually tries to seriously hurt or kill her. In hindsight, this may not have been such a good idea, but it's the thought that counts.
During her ending in 3, Bluebird declares her love to Connor she quickly devolves into her crazy self...only for Connor to give her a kiss and walk off into the sunset with her.
This gets one-upped in Ultra, where Bluebird is a lot calmer and happier with her life. Since Exie is heavily implied to have been killed off, this let Bluebird become the sole object of Connor's affections. They live together and kiss in her ending.
In the story mode of 5, Connor Omega is beating the living shit out of Sam and Jordan. Bluebird is horrified and gives Connor a Cooldown Hug. And it works!