RORY: Dean. Please, it’s just not that easy for me. I mean, saying “I love you” means a lot. Think about it from my point of view. I mean, my mom and our life. I mean, my mom said that she loved my dad and then . . .
DEAN: You don’t get pregnant saying “I love you”.
Dean is being almost stubbornly dim-witted here, and refusing to consider how Rory’s family circumstances might have coloured her feelings about love, because her parents were teenagers who loved each other, but didn’t stay together. Lorelai told Rory that she would always love Christopher, but she still refused his marriage proposal, and he went away. In other words, Rory knows that love is not enough, it isn’t any guarantee that your relationship will last. Saying “I love you” is filled with anxiety for Rory, because in her limited experience, the next thing that happens is “Goodbye”.
The fact that Dean’s mind jumped straight to pregnancy might suggest that he was hoping a shared “I love you” might be the first step toward having sex with Rory.