also consider that Natsu does have feelings for her the director of the first movie confirmed it plus I can see it in anime and manga on how protective he is of her and he went on a full on rage when her future self died. and in that filler arc he hate to see Lucy getting hurt even in dragon cry when he remembers he was gonna attack Lucy while being controlled.
I admit at first I was a little upset bout the last chapter but now I understand Natsu ain't oblivious or dense about love I mean I been in his situation before I was abit dense and stuff cause I was new to it think Natsu is experiencing this the first time like we all did.
also think Natsu ain't that good on expressing his emotions like that stunt that he pulled by giving Lucy a letter instead of facing her in that kind of situation Natsu is abit of a coward.
The best way for him to show his emotions is by action and consider what he said to Lucy in the final chapter saying we'll be together forever is pretty much a confession well his way of confessing