Klaus has past relationships PTSD (Dave) and is scared of loving you. He knows you are strong but Dave was too. But it has nothing to do with him still loving Dave. He will always love Dave but he needs to move on.
Although he didn't say it quickly, he said it first. Five spent how many years alone he knows love when he feels it. He also wants to accept his feels and be happy because when we he be taken away again. He doesn't want to have regrets and not be able to tell you he loves you more than anything.
He actually said it way to soon. He thought he could love you like a week in but then he realized this isn't what he had with Allison. Allison's love wasn't true romantic love and a appreciation like you. He just wanted to express that.... on the third date.
Although Ben felt the same thing you vocalized it first. Ben was too scared of his love inexperience to say it first but he said it immediately after you.
You did something dangerous and the second you were on solid ground Diego was screaming how stupid that was and how much he loved you.
She was too scared to say it first became everyone she has loved sh has wronged. You said is first so she could realize it's not bad every time.
Vanya is too scared of love to say it first because she has never really felt love before. This is a whole new life for her and she is scared to try it.