They are butchering Anurag's character for all this ruckus but definitely this is what love all about. Being so messy, deeply rooted and able to see those unconfessed emotions. Prerna didn't confess about her feelings to Anurag or the sacrifice but through her demeanor he could notice and knew that there was a reason behind. Initially, he believed her and wanted to fetch money as much as she called for to fulfil her desires and provide luxuries. But he knew it the moment she walked in Basis Bari and still chose to support Bajaj even when there were chances of Bajaj's company crashing down. He knew that's not true, it's not the truth what she portrayed herself to be.
Even if he hated Bajaj he cared and showered love to Kukki. Either maintained distance from Bajaj's family or have used mild words of fake praise just to please.
On the terrace, he safeguarded Prerna from Mass just to maintain her integrity because he respected her but not the fact of her lies. People make mistakes and crediting this series produced by Balaji it was evident that loopholes like this would come in. Few incidents change people not entirely though but before they realise it becomes a part of their reaction mechanism. Everyone has different way of dealing with situations and it's the difference in people which creates a situation further unlike.
All in all, he loved her. You may call it obsession but that's how passionate his love is. He was crazy to know the truth of her betrayal. There haven't been incidents of him peeping in their room or so , hence don't jump to conclusions with a mere dialogue. He had heard her advice to move on but as he said for his stubborn heart. This is where his trust and dedication laid. He told her his brain has prepped himself to move on but his heart denied. He needed a closure with truth even if he has to move on. To an extent he is so broken that a while ago (in maha episode) he even started to search for his faults but found none.
Anurag truly loved Prerna unconditionally. Though he has been stupid in Komolika track but Prerna is at fault more than him. They lacked communication and one tracked stupid sacrifices of storyline has ruined them. But the portrayal and his intentions are clear and deep to recognize. I respect that emotional connect and not that soulmate theory. They definitely deserve to be together for the love they hold for each other.
There is no doubt for the love they hold for either of themselves but they rushed into things than to give their blooming relationship sometime and nourish it more. Eventually this lack could be shredded had they thought rationally but so called sacrificial intervention of characters created a havoc.
Don't jump to unrealistic conclusion with a mere dialogue—as some people referred few disgusting events that aren't even on air and bashed Anurag for. I wasn't against the Bajaj until his confession, he has started naming his strange feelings for Prerna as love but this definitely isn't love. I believe love is selfish but not to an extent of being a murderer. May be this time CVs are up to butcher Bajaj.
This is love—enough to ruin you down the drains and to support you in the darkest nights.
I wanted to justify AnuPre's love as in relation and emotional bonding but not the pukeworthy kasauti CVs has introduced along.