This statement reflects a bittersweet sentiment of appreciating the fact that someone loved the person addressing them, even though circumstances prevented them from being together. It conveys a sense of gratitude and nostalgia.
The phrase "even though we could never be" suggests that external factors or obstacles prevented a romantic relationship from forming. Despite this, the person addressing them still holds onto the love that was shared.
Overall, it's a poignant expression of the enduring power of love, even in situations where it couldn't fully flourish, and a recognition of the value of knowing that someone cared deeply for them in the past.