Yes, Jonathan is an alien - a reptilian, to be exact - and yes, he took Ozzie on the ship after Ozzie found the reptilians working in the cooler of that grocery store. But over time, Jonathan grew to love Ozzie. He watched him while he simply played with his toys (in Ozzie's home, not on the ship), he gave him sodas and hung out with him. When Ozzie was being bullied and they stole his yo-yo, Jonathan handled it and got Ozzie's yo-yo back. Ozzie was never bullied again. Jonathan, who was a rich philanthropist, became Ozzie's landlord while he was in college just so Ozzie could afford a decent apartment. After Ozzie moved out, Jonathan sold the apartment building. For thirty years, Jonathan carried a drawing Ozzie made of the two of them around with him everywhere.
Later, Jonathan became Ozzie's boss. He gave up his position, his money, his name, just so Ozzie could get ahead in his career and so he could use it against the other reptilians as leverage to not kill Ozzie. Jonathan Walsh has literally been a part of Ozzie Graham's life since he was a small child, even if Ozzie doesn't remember it. But Jonathan does remember it. He remembers being there for Ozzie and slowly becoming empathetic to the human race. He remembers basically being a guardian-type figure for Ozzie while he grew up. Jonathan remembers everything and he grew to love Ozzie, not just romantically.
Ozzie Graham was the first human to make Jonathan be empathetic towards the human race. Ozzie Graham is the human who made Jonathan realize that what the aliens have planned for the human race is wrong. Jonathan sacrificed everything for Ozzie and in the end, Ozzie sacrificed everything for Jonathan. Tell me that isn't love, I dare you.
Obviously, I ship this romantically, but my point is that their relationship is so much more than that. They need each other and they gave up everything for each other. It's tragic and beautiful and I just hope I get to see them actually happy together.