In addition to families, teenagers and friends Michael also really doesn't DO relationships.
Michael: I'd prefer not to deal with the guys who use 'Michael' and 'jihad' in the same sentence.
Fiona is irritated that Michael refuses to address their screwed up relationship, which is why she starts to flirt with a bounty that claims he's innocent of stealing a priceless brooch. When Michael doesn't act jealous enough, she goes out of her way to turn on the charm. It's the last straw when the guy ends up staying in Michael's apartment because Fiona's got trashed along with her prize collection of snowglobes by another bounty hunter. Michael sets up the real jewel thief and Fiona sends the bounty she's been flirting with packing when Michael makes it clear he did this whole job for her.
Fiona: ...saved an innocent man; it's all very noble really.
Michael: Fi, you know who I did this for.
In their crazy, screwed up relationship one of the most romantic gestures Michael could make is nearly getting himself killed trying to help Fiona on some dangerous project. And as much as he denies being jealous and refuses to address their relationship, Michael IS jealous or he wouldn't bring the whole thing up to Sam and admit he doesn't really know what Fiona's doing. He may not be the typical jealous type, but he's deeply irritated by new guy. He and Fiona act like a bickering, comfortable married couple anyway and while Michael might love Fiona, he's terribly bad at dealing with it because he doesn't LIKE dealing with emotions. And then he buys Fiona a waterglobe to replace the one that got broken. Michael can be very sweet really. When he's not beating things up.
And Michael also does that weird, freaky schyzophrenic thing when he gets the call from the guy who burned him while standing with the bounty guy. One minute he's furious and his face is completely blank and scary and the next he's smiling and chatting. That's just part of Michael really.