Sounds like he's got a lot more at stake with your daughter than with your niece, so he is being much more careful with her feelings and with his own. The niece doesn't "matter" as much, so he can be more cavalier with her. But his feelings for your daughter are true, and he obviously cares so much about her. You're letting your PMS get the better of you...there's no conflict here. You and your daughter matter more, he loves the both of you, he's not going to throw meaningless "I love you"s at you.
And yes, I'm a BEAR when I get my period. It's good you recognize that your feelings are slightly unreasonable at this time of the month - totally normal, I'm the same way.