I think Joan loves Sherlock, but she isn't in love with him. I think the feeling is mutual.
I think she loves his lifestyle, the world he's introduced her to. And he sees that she shares his love of mysteries and detective work.
What worries me was that line from Sherlock about not quite being sure why Watson made him better, and how he might solve that mystery in time -- followed by an uneasy look between them. That felt uncomfortably like an Unresolved Sexual Tension beat. I really hope they don't go there.