Grayson is sure of it now, he knows that he is in love with Jude Williams. What first started out as an intimidating thought has grown onto his heart until he could no longer ignore it.
Was this something Grayson knew how to talk about? No, of course not. He was honestly just hoping they didn't need to talk about it at all, that he could just psychically communicate this to Jude, and the two could move on with their lives.
Grayson wasn't great at communicating his feelings. He was great at being blunt, telling people what problems were so they could fix them. Having a vulnerable conversation and putting his bleeding heart on a table for Jude to stare at was not something he was entirely comfortable with.
Yes, he knew that technically Jude had said it first. But they had never acknowledged it. For all Grayson knew, he could have been saying he loved sleeping. It was possible.