Of course he loved her. He would've been stupid not to. They were teenagers when they first met. Jim was still adamant about looking boyish back in the day. She had chopped all her hair off and tried to wear the boys uniform to school. Sebastian did as he was told even then, he followed her instructions like they were orders and one slip up would mean death. He understood even then. Jim was always angry. She didn't understand why everyone around her was so stupid. Why they couldn't just think like she could. She ranted about it as she rested her head in Seb's lap, watching him smoke as she complained. They were bad kids together. They got in fights and destoryed things, terrorized little old ladies and what not. It was a peaceful sort of hatred they had for the rest of the world.
Jim came to Sebastian the night she killed Carl Powers. She was outside his window knocking on the pane and when he let her in she was crying, sobbing into her hands. He rushed to comfort her only to have her hold up one hand and look up at him, grinning to say, "These are happy tears Seb. I finally understand why I am the way I am. I'm the villain Sebby. The best of them all." And then she kissed him on the cheek and climbed out of his window. He didn't see her at school the next day. Or the day after that. She had dissipated from his life and everywhere he felt the void. Until one day, years and years later when Sebastian was out of the army, that they met again. She was in his apartment, waiting for him. Jim smiled, too bright and too feral, and threw him a carton of cigarettes. And in five words his fate was sealed.
"You work for me now."