He probably did but had a poor way of showing it due to his selfishness and childish mindset. Think about the depressing Christmas video where he got Bob a VHS tape of Fraggle Rock and forced him to take that over the DVD because he wanted that for himself. He did love Bob enough to get him a present but his selfishness and childish mindset had him get Bob a gift you would expect a 10 year old to get for his dad, not a 22 year old man. His relationship with his Bob was probably similar to a spoiled, bratty 10 year old angry that daddy didn't get him the expensive toy he wanted for Christmas and is angry that he's being forced to take out the trash. He does love him deep down but took it for granted and didn't show him the same level of love and caring Bob showed him. He took their relationship for granted and one day it was all gone with no chance to improve, not that it would have anyway.
He doesn't love it but he is more content there than a normal person would be. A normal person spending a year in jail would be faced with boredom, job loss, isolation from their friends and family, worries for the future, and maybe an epiphany on how they ended up in jail. Before he was arrested, Chris sat inside his filthy room all day mostly daydreaming about being Goddess of cartoon-land. He didn't have a job and his only real social contact was with his elderly mother/ sex doll. His plans for the future was wait for the Dimensional Merge to happen otherwise it was sit on his ass, shit himself, and do nothing.
In jail he gets to sit inside his cell alone all day spacing out in his fantasies, he gets three meals a day that are just like a TV Dinner, junk food from the commissary, and best of all no one is forcing him to do anything, he gets to sit on his ass all day just like on the outside. He doesn't like that he doesn't get toys, games, and TV in his cell but other than the lack of material comforts his life in jail is really no different than his life on the outside. He lived such a lonely, miserable, meaningless existence at 14 Branchland Ct that being in jail isn't too big of a shock to his system. He definitely wants to get out of jail and go back home to his toys but until then he's content to just sit in his jail cell wasting his life away all alone like he did as a free man.