The way Dante acts after regaining his memories and brother in the mansion. Suddenly, this hedonistic punk sounds very young. You begin to realize just how much going through such a shitty life without remembering how you even got there was weighing him down.
How Dante develops throughout the story, going from a dick, to a really likable guy. Vergil puts it best during Mission 16:
Vergil: You really do care about her, about all this. You once said you didn't give a shit.
His very caring nature comes into play when Kat is involved:
Dante: Listen, I never asked for your help, but you gave it, and I appreciate it. I trust you, you can trust me too.
Another moment showing how Dante matures throughout the game:
Kat: You're gonna stick with us to the end, right?
Dante: Count on it.
Basically, almost every individual moment in Mission 20 is heartwarming.
Dante's argument against Vergil about ruling humanity:
Vergil: Humans are frail, they're like children, they need our protection. Not just from others, but from themselves! We - you and I - have saved them. Dante: You and I have saved them? Vergil: Who else? Dante: A human. Vergil: Kat was useful but - Kat: Useful? Dante: Kat saved my life, Kat held out under torture to keep your existence a secret! Kat led us through the tower to Mundus' lair. We would've failed twenty times over if it wasn't for her!
Kat begging Dante to spare Vergil's life, in spite of his ambitions and cold treatment towards her. Dante even looks somewhat relieved afterward.
Kat: I know who you are. You are Dante. Nothing more, and nothing less.
Dante carefully and patiently lending Kat an arm to help her walk to where they can better see the aftermath of the battle. His obvious protectiveness and affection is nearly a complete reversal from how dismissive and harsh he originally was with her, and how comfortable she is with accepting his help really speaks to her trust in him.
Also, Kat putting her hand on Dante's cheek.
When Kat is being beaten by the SWAT team, Dante puts his hand over hers to comfort her.
Dante: I will come back for you.
Also, in the mission where Dante and Kat are in the Virility Facility:
Kat: It's a vial, containing a spell I made from a variety of— Dante: *touches Kat's shoulder* I don't need to know. Kat: You jump, I twist. Dante: Are you serious? Kat: Trust me. Dante: I jump, you twist.
When the trade with Lilith and Kat goes to hell, Dante picks Kat up bridal style and shields her with his body, getting shot while running back to their car.
