"I will not have a sexual relationship with my friend's fiancee"
i kid.
its probably like others have mentioned about him learning to let go...you can't protect/save everyone
Kaladin has fallen bad for Shallan after the both fell into the Chasm while Shallan is more of a maybe. I think she does find him attractive and if the two courted more it would eventually happen but right now she like Adolin more.