Not to mention that she's the only permanent woman in Ezio's life - all the others either leave or he's forced to leave them. He must be painfully lonely. Both of them, actually. Come to think about it, his reaction to her suddenly taking off to take over the brothel could be chalked up not only to his concern for her, but also to the thought that she too is leaving him. Hence having a jealous fit.
Re: Ezio/Claudia