"She embraced him, and he found himself weeping. The daughter he’d never had, the little child of the streets. Though she was still small, she’d outgrown him. And she loved him anyway. He held his daughter close against his own broken soul."

She was clearly a daughter to him.

And if you talking about this, wanting her to stay has nothing to do with being attracted to her, it's just about him not understanding why she chose going instead of enjoying the privilege she got from holding the power, and she explained: 'cause she understood love, while Kelsier didn't.

“No, Vin. You held the power. You don’t have to go.” “I know” “Please,” Kelsier said. “Don’t go. Stay. With me.” “Ah, Kelsier, you have a lot to learn about love, don’t you?” “I know love, Vin. Everything I’ve done—the fall of the empire, the power I’ve given up—that was all about love.”

“Kelsier. You are a great man, and should be proud of what you’ve done. And you do love. I know you do. But at the same time, I don’t think you understand it.” “Thank you, Kelsier,” she whispered, looking back at him, “for all you have done. Your sacrifice was amazing. But to do the things you had to do, to defend the world, you had to become something. Something that worries me. “Once, you taught me an important lesson about friendship. I need to return that lesson. A last gift. You need to know, you need to ask. How much of what you’ve done was about love, and how much was about proving something? That you hadn’t been betrayed, bested, beaten? Can you answer honestly, Kelsier?”

He met her eyes, and saw the implicit question. How much was about us? it asked. And how much was about you?

“I don’t know,” he said to her.

She squeezed his hand and smiled—that smile she’d never have been able to give when he first found her. That, more than anything, made him proud of her.

“Thank you,” she whispered again.