Maegor and Lyanna did marry for duty, but with the years they did find love in each other. Maegor does care for Lyanna a lot, the thing is he does love Rhaenyra since he first interacted with her, they have a lot more history together. That said, Maegor would burn down Westeros for his family, Lyanna's and Rhaenyra's sides. Fun fact, Lyanna and Rhaenyra also have a fling for each other, it's just not spoken of because this is Westeros and even though they are royalty, they still are women and are heavily criticized by men.