I'm fond of saying "I love you" during sex... but that's just me.
As for her, she probably does love you but never thought to say such words during sex. Some people are just like that... sex is one thing and all other aspects of life are something completely different.
I think she was just surprised... after 3 years there should be other signs in daily life that you've noticed that shows that she does love and care for you. Showing this kind of affection during sex may simply be something she never thought to do.
"The weakest soul, knowing its own weakness, and believing this truth that strength can only be developed by effort and practice, will, thus believing, at once begin to exert itself, and, adding effort to effort, patience to patience, and strength to strength, will never cease to develop, and will at last grow divinely strong."
- James Allen