Ever since Shallan came to know that Kaladin killed Helaran, she started suppressing her emotions regarding that incident. But it might have made her suppress her feelings towards Kaladin as well. So it might be that ,unlike WoR and the first part of OB, she did not show much feelings for Kaladin cause she was actively suppressing them. Veil on the other hand did not have any such burdens and might have been showing her true feelings?