We see several times that he considered her attractive:
She lifted her arms above her head, running her fingers through the hair and spreading it out as though to hasten drying. Her arms were slim and graceful. Very attractive, Baley thought.
She looked up, her face as pretty as ever, despite its obvious distress - perhaps because of it.
We then start to see signs that he is beginning to fall in love with her:
Or was it Gladia? He would be seeing her soon, not viewing her. Was that what gave him confidence and this odd feeling of mixed apprehension and anticipation?
"Are you perhaps being influenced by extraneous motives of your own, Partner Elijah? Mrs. Delmarre is an attractive woman and you are an Earthman in whom a preference for the personal presence of an attractive woman is not psychotic."
"I have better reasons," said Baley uneasily. (Daneel's cool glance was too penetrating and soul-dissecting by half. Jehoshaphat! The thing was only a machine.)
And now, towards the end, there is this quote, which is possibly the most telling.
"You will." Baley looked at the slim girl who stood before him and said, not without a momentary pang, "And you will be married someday, too. Really married, I mean."
Even the thought that a ship was waiting to take him back to Earth did not wipe out the sense of loss he felt at that moment.
Undersecretary Albert Minnim's look was intended to be one of prim welcome. "I am glad to see you back on Earth. Your report, of course, arrived before you did and is being studied. You did a good job. The matter will look well in your record."
"Thank you," said Baley. There was no room for further elation in him. Being back on Earth; being safe in the Caves; being in hearing of Jessie's voice (he had spoken to her already) had left him strangely empty.