1.  They have given up everything they have known—comfort, safety, longevity, personal attachments, eternal salvation, even certainty as to from where their next meal will come— in the name of free will and don't find that peculiar in the least.  How could Malcolm Reynolds not love anyone who understands true freedom so?

2. Two hundred sixty three consecutive meals of nothing but protein concentrate, and still they make thrice daily gatherings in the galley an occasion to look forward to.

3. They rescued him from Niska.  To be clear, it's not the saving his life that won his favor (although that was a welcome perk), it's just that even without his guidance, they did exactly what he would have done had anyone else been the unlucky soul captured. If he hadn't loved them before that, he would have then.

4. Despite knowing all his failings and shortcomings--all the lives lost under his command, all the black marks upon his soul--they still follow him because they choose to, not because they have to.  Mal cannot congratulate them upon the wisdom of that decision, but neither can he help but love them all the more intensely for it.

4a. Because the one and only time they have refused to follow where he commanded them was to leave him alone on his freezing, dying ship.  To be clear, it's not the saving his life that won his favor (although that was alson a welcome perk), it's just that they did exactly what he told them not to when the time was right—resulting in the saving his life and theirs too—which sort of makes all the other details inconsequential.

5.  He has no choice. He and the crew are one, as he and Serenity are one.  He can't exist as he is without them, nor they without him—or without her.  He could not decline to love them,  even if he may not like everything about them, any more than he could decline to love his own leg or his own temperament. They are now a part of him, and he of them.

Even if they fail him, or wail against him for a span, or disappoint him, they are nonetheless, inexorably his, and he must reconcile that and make it good, for he has no choice.  They are bound  beyond any law of  the Alliance.  They are bound by law of nature, and should that die, so does everything that Mal believes in and lives for, so it must not. You can't take the sky from him, nor the people in it.