In some ways, the Wesley/Lilah relationship was similar to what Spike and Buffy had during Season 6. Both Wes and Buffy were at what was arguably their lowest point emotionally. Both sought comfort and forgetfulness in the arms of someone who might be called under normal circumstances the enemy. Both the bad boy and the bad girl came to see the relationship as something more than just physical comfort. Both Spike and Lilah had to contend, at least at the beginning of their respective relationships, with the definite feeling of and resentment for being merely substitutes for someone else. We could take the similarity so far as to note that, ultimately both Buffy and Wes would end up defending their former lovers to their friends, giving them shelter in the time of crisis, and not actually admitting their true feelings for Spike and Lilah until the moment of death (in Wes' case, of course, it was merely an imagined conversation, but no less valid)
And, yes, at least on the surface, both Lilah and Spike cared more for, or at least admitted their feelings for, their perspective lovers before Wes or Buffy were prepared to admit their own true feelings. The feelings, however, were definitely there, and, in both cases, were kept secret from their fellow teammates, guarded as a "dirty little secret."
