You can love people in different ways. Like I can be completely in love with Garrett (Xander's Anya) and completely love, not be in love with, Chris (Xander's Buffy). He loves Buffy because she's family and Anya because they are so meant for each other.
P.S. I still liked Xander with Cordy better but that is in past, it makes me sad and now he should be able to just be happy with Anya.