She does, and Issei solidifies her feelings for him even more!

"Well, it's because he only cares about the fact that I'm a Gremory," Rias told Issei. "Even if there are aspects about my personality he enjoys, it's all political to him, and ensuring the continuation of the pure blooded Devil lines."

"...huh, I thought it was just because you didn't like how much of a smug prick he was," Issei grunted, pushing up another time and starting to sweat.

"Oh, that definitely also plays a role," Rias giggled. "But the sad thing is, he's not the only one. In Devil society, I'm seen as the Gremory heir first, and just "Rias" second, if at all," she added solemnly. "That's why I enjoy life in the human world so much. No one there knows about my nobility... and... even this whole matter with the Sex Genie thing..." she added quietly to Issei, after taking a moment to look around for any potential hiding spots Raynare might employ. "It makes Riser want me more for reasons other than me being Rias..."

"...I see..." Issei grunted as his arms started to quiver from the strain of the repeated pushups.

"...if I may be truthful, Master, sometimes I wonder if you also like me for me, or if it is just my body or the fact that I am your Sex Genie..." Rias stated quietly.

"...don't be ridiculous," Issei groaned, forcing himself up another time, trying to go for five more, even if they were slow. He then grimaced. "...sorry, that sounded dismissive of your feelings. But I DO like you for all that you are. Rias, the Sex Genie. Rias, my King. Rias the Gremory. Rias. the club president. Rias, the one who brought me back to life despite being unsure if it would be worth the investment of eight Pawns. Rias, the girl who wears glasses to focus on reading," he quipped. "Rias, the sexy redhead. Rias, the taskmaster. Rias, my classmate at Kuoh. Rias-"

"You're making your point, Master," she smiled, cutting him off.

"Sorry. But yeah. The point is... everything about you is something I have come to love... even Rias, the enabler of Koneko throwing boulders at me," Issei chuckled, straining to do that last pushup. "Any aspect of you. Body, heart, soul..."

"...and it's all yours, Master," Rias smiled, flushing slightly, but elated to hear that Issei did accept and love everything about her. Not even separately from her being a Gremory or a Sex Genie, but simply as parts of the greater whole that made Rias Rias. That, in many ways, actually sounded more appealing to her than someone outright blind to her nobility and power. She then yelped as Issei, completing the last pushup, collapsed at the end, wheezing. This of course made her take a small spill.

"Sorry..." he wheezed.

She giggled a bit as she stood and helped him up. "You're fine. Let's go eat..."