DEAN: I love you. (pause) Rory?
DEAN: Did you hear me?
RORY: Uh huh.
DEAN: Well, say something.
For Dean, announcing that he loved Rory was the obvious climax to his anniversary campaign of dinner out and promise of a car, perhaps even the icing on the cake of everything else he had given her. The inexperienced Rory did not see it coming, and is taken aback, unable to say “I love you” in return because she is unsure of how she feels.
Rory is ruled by her head rather than her heart, and tends to over-think everything anyway, so it’s not surprising that she cannot immediately know how she feels, let alone say how she feels. Unlike Dean, she has never been in a relationship before, and her very existence is a warning to her that jumping into things without careful thought is a bad idea.
If Dean was more mature or experienced, he would have backed off and given Rory the space to feel love in her own time. But he isn’t, so he sulks and acts as if she’s refusing to give him what’s he’s due – what he’s paid for, with dinner and a car! He’s too young and foolish to know that any love worth having cannot be bought that way.