It wasn't that she loved him.
She said it in every letter she sent her father, to reassure him, comfort him - although in all honesty, she never knew if he actually received any of the letters she sent. She did not love Alexander Molokov, but that made no difference. He was handsome, her Sascha, and charming. Plenty of the dancers envied her, the ever-flying rumors speculating on how desperately in love they were or weren't. And perhaps she was a bit enchanted by his charm, his "gestures of fondness", the smile that intrigued and terrified her. And she was promoted in the ranks of dancers much faster than she would have without his aid. But she did not love him.
She despised him.
He was using her, and she knew it. Maybe it was just to keep her papa on his toes, remind him who was in control. Maybe there was more to it that Ilona couldn't imagine. But the fact of the matter was that her "darling Sascha" was a rather well-respected (and well-feared) member of the KGB. He had been her papa's "second" when Anatoly had played for the title of World Chess Champion. He'd been the one who'd found a way to convince Anatoly to come back after his defection. And Ilona hated him for it.
But still, when he met her in her dressing room after a show with roses, took her to supper in a nice restaurant, took her back to his home... he was surprisingly gentle when he made love to her, and falling asleep with his arm around her waist drove away her nightmares as surely as her night-light once drove away the monsters in her closet. It was maddening, to hate him and yet be so enchanted; to be frightened of him and yet feel so safe with him.
It wasn't that she loved him. But her ambivalence did a pretty good impersonation.