For all the criticism Chizuru catches for having to be protected so much by the Shinsengumi, the captains' attitudes towards protecting her foreshadow their attitudes toward the shogunate and the Boshin War - in both cases, having committed to the course of action, they refuse to be swayed from it even though they know it puts them at a disadvantage and may get them killed.
In the game's prologue sequence, after Chizuru speaks up for the first time to thank the Shinsengumi for saving her, Saito is surprised, Okita is amused, and Hijikata looks suddenly awkward - reactions which make much more sense once you know that this is the moment all three of them realize she's a girl.
Late in Hijikata's route, there's a choice when Hijikata decides to leave Chizuru behind. You can tell him "You're what makes me happy" or "I don't care about being happy". At a glance, the first one seems to be the obvious choice, but it's actually the second one that nets you more affection with Hijikata. Why? Well, think about what the first choice tells Hijikata. You've basically just given a love confession to the man who (if his later words are true) is not only not sure what his feelings for you are (which just makes it awkward if he concludes that he's not in love with you), but is also fighting a losing a battle and not likely to live much longer (whether he dies in battle or because of his being a Fury, he knows his chances of survival are pretty slim). Whether he decides he's in love with you or not, he does at least care for your well-being and doesn't want you to get your hopes up or get killed for a guy you probably won't have a future with. The second choice, however, shows him just how determined you are to stick with the Shinsengumi. At this point, Chizuru has no more reason to stay with them. She can go back to living a normal life. For her to stay with the Shinsengumi regardless is a sign of loyalty and determination to see things through to the end. The whole reason Hijikata leaves even when you make this choice is the same reason as the other one: He cares about your well-being and doesn't want you to get yourself killed.
Along similar lines, many players new to the game are thrown off by the first opportunity to earn affection from Hijikata, which is accomplished by having Chizuru continue to try to run away from the Shinsengumi immediately after Hijikata informs her that he'll kill her if she does. Both of these decision points - as well as just about every other decision that raises Hijikata's affection throughout the game if it's not simply a matter of what keeps you in proximity to him - paint a clear picture of him as a man who admires conviction and the will to fight against very long odds, even when it accomplishes nothing or actively goes against what he wants himself. Since these are qualities that also describe Hijikata himself, it's not so surprising that he'd fall in love with Chizuru if she behaves in such a fashion.
