Why is it important that Gene loves Finny?

I don't know that Gene necessarily loves Finny. He considers him a close friend, he feels responsible for him, and he genuinely cares about Finny and what happened to him. The two have a bond that began as friendship and later became a burden (for Gene), and dealing with it all continues to haunt him into adulthood. This bond is important for the mere reason it controls Gene's life. Gene makes his decisions based upon what he feels for Finny, and what he owes him.