To repeat what I said on another question:
The series likes to leave these things up to the player's imagination since it focuses on friendship as the primary form of relationship leaving the other varieties to the wayside (outside of Disney, family and romance are rarely mentioned).
In my personal opioin I don't think he's on love with either. Namine he doesn't know very well and seemed to cling to her because she was the only one helping him. Xion I think he has more of a sibling like bond with perpetuated by the fact that they stem from the same person forming an instant familial relation