Depends on what you mean by "love."
Being that characters we make in RPGs are a result of us exercising our imagination and will to create, I would hope most people at the least care for the well being of their character, and hope that their character achieves their goals and dreams. In that sense, I've loved every character I've ever made, if not necessarily liked the character.
If your talking in the sense that we want the character to become our waifu/husbando. Eh. I'm pretty heterosexual and most of my characters I design are males. I've made two female characters in recent memory, one being a tiny manic pixie dream girl, and the other being a swashbuckler with a "gotta be the best" mentality and would probably have no interest in a scrawny loser like me. Both characters are somewhat crazy in one way or another, good-hearted, but yeah, no sexual interest there. So there you go.