I can say my rats definitely feel affection for me. When they are scared, they run to me. If someone else is holding them and I walk by, they try to get to me. When I pick up Hyde, he boggles at me and snuggles into me; Darcy licks me. D'Artagnan will sit on my chest until I stroke his head. Jekyll will try and climb in my lap.
When Hyde had an operation to have a tumour on his leg removed, he was extremely stressed and nervous. He was only calm when a human was around. I slept with him in my arms on the sofa the first two nights, and he was much happier. He snuggled into me, licked my wrists, tried to climb into my hair or my shirt. All he wanted was snuggles. <3