I never felt the "love" in this play until it was staring me right in the face. Sure, I read between the lines a little and felt like the characters were a little more passionate than they were letting on, but this set of lines was when things clicked for me:
"As if I ever stop thinking about the girl and her confounded vowels and consonants. I'm worn out, thinking about her, and watching her lips and her teeth and her tongue, not to mention her soul, which is the quaintest of the lot."
-Professor Henry Higgins
That quote made me realize how blissfully ignorant Higgins is about love. He obviously loves Eliza because she is different. As the Greek myth goes, she is good enough for him because he made her. Eliza is, in his eyes, his own creation of a woman. However, while she may love him, she realizes he doesn't treat her right and that she can do better, which is why she leaves at the end of the play. Higgins roars with laughter at the end when he tells his mother that Eliza intends to marry Freddy (the son from the beginning who fetched the cab). I assume he is laughing because he is in denial (as he has been the entire time) about loving her. When Eliza leaves, Higgins is trying to show (and convince himself) that he doesn't care, when in fact, it is so obvious he does.