Zack probably flirted with every woman that was remotely pretty. So Cloud thought, he had to do the same. I even doubt that he actually had any own thoughts about Jessie's looks at all. I see him as more like a cut-out of Zack, copying everything he thought was essential for his character. That's the whole point.
Cloud holding Jessie as she confesses her feelings for him. Could work. As long as Cloud doesn't say something cheesy and inappropriate like "I love you, too" or "Why must we part already?" or "Arms, take your last embrace! And lips, o you, the doors of breath, seal with a righteous kiss!" (Sorry for the Shakespeare reference
)
But is he even there when the plate falls and they all die?
Seeing them one last time, I'd be totally up for it! Even Jessie confessing. Would give so much more drama and impact to their deaths. I understand you up to this point, just not further.