(SPOILER)Before you defeat Shuyin, there is a short cutscene in which Yuna, as a mediator for Lenne, attempts to talk to Shuyin. Shuyin hallucinates, seeing Lenne. Yuna says "I love you", but Shuyin quickly begins to see that it is not Lenne who is saying it. He attacks.

After you defeat Shuyin, Yuna attempts to talk to Shuyin again. When she does, Lenne appears, Lenne tells Shuyin to get some rest. After this, Lenne thanks YRP for helping them get together and reuniting them. While she does not say "I love you" directly to Shuyin, it is implyed when Yuna says it, as Yuna was speaking Lenne's intentions and feelings for Shuyin. But Lenne herself (her voice actor), does not say anything.