They probably do, but you may have missed the signs. It might not always be an obvious sign (why would I tell my friends I care for them when in my mind, that's a given?) but perhaps in indirect ways, like inviting you to events or outings, just sitting and listening to what you have to say, going shopping with you, just messaging you and saying hello, I could go on.

In my experience, depression can obscure these signs, but if you reflect on the interactions you've had with them, it might highlight them.