There are going to be a lot of spoilers here, and this discussion is centered on an explanation of why Jack does not love Lacie. As I know there are many people who ship these two together, some may be offended by this discussion.
Jack is an incredibly complex character whose motives go beyond simply being a "yandere" for Lacie. We can all admit that Lacie seems to fulfill an almost perfect dead love interest role for Jack. He met her on a snowy day, where she gave him a different view of life the world around him, leaving him shaken and determined to find her again. He searched for her for eight years before finally finding her and became close to her after a while, stating his greatest peace of mind occurred when he was in her presence. When she died, he completely lost it because he felt utterly lost without her.
However, in the last volume (24) of PandoraHearts, it was revealed that the sentiment driving Jack's obsession with Lacie is not love, but absolute spite. Eventually, Jack says, he forgot who his true self was and could not tell the difference between himself and the endless masks he put on. He states that the only emotion he could discern as undeniably his own was his burning hatred for Lacie. Although multiple fans appear to ignore this reveal in favor of shipping Jack and Lacie (this is not meant to be an insult towards shippers of Jack and Lacie), this outright confirms that Jack does not love her.
In fact, I happen to believe Jack is incapable of loving anybody at all. Here are several things that support this and his lack of love for Lacie, as well as some of my own thoughts:
-It has been said several times by several different people in-series that Jack is empty. To be specific, Oscar and Oswald say that Jack is like water in the way that you are unable to figure out his true nature; the only thing you can see in his eyes, no matter how deeply you look, is your own reflection. Arthur Barma says calls Jack a living ghost. All of these characters and more have also said that when you are in Jack's presence, there is a terrifying sensation that nobody is actually there.
-You can use everything else I've said for evidence of this: it is wholly untrue that Jack only lost his mind after Lacie's death. The additional piece of evidence I'm going to mention here is that Oswald states Jack was messed up far before Lacie died, venturing to say that Jack was broken before they even met.
-Lacie herself once tried to dissect Jack's fixation with her. Immediately guessing he must be romantically or sexually attracted to her, she attempted to seduce him with the intention of pushing him away if he showed any desire to take their relationship to the next level. Jack was not disgusted, nor was he excited. In fact, he had literally no reaction whatsoever. This frightened Lacie to the point where she told Jack there was something extremely wrong with him, and then went on to decide in her mind that Jack was incapable of loving anyone or anything. That's right, Lacie herself thought Jack could not love.
-As I mentioned, Jack wants to be with Lacie because he hates her, not because he loves her. To explain this further, his conclusion in his reveal of his feelings in volume 24 is the he needs Lacie to live. This is very different from being in love with her. What he is saying is that he does not want Lacie, but he needs her, as a human being needs food and water and oxygen. The feelings of loathing she makes him have are so intense that he cannot feel alive without her.
-I believe Jack makes it seem like he is in love with Lacie on purpose. His life has never been quite "normal". He was abused by his mother, his father was absent, and when the time came he was forced to live on the streets. After meeting Lacie, he worked his way up to gain a social status, but screwed himself up horribly in the process. He cannot believe it to be "normal" to be obsessed with somebody because of hatred, nor to actually need a human being like an object or substance, nor to be incapable of feeling love. I think Jack tries to connect Lacie to the feeling he is addicted to in order to appear more "normal," not only to other people, but himself. He's obsessed with the hatred ultimately, not Lacie.