She is not Cersei.
Cersei is lovely, for one, all gold and cream and emerald. Men fall over themselves to catch a glimpse of her bare shoulders or delicately manicured hands. Her slender body is always cloaked in the finest gowns, her limbs adorned with expensive jewellery, and she is never far from her mirror. She knows this, and knows how to use it to her advantage. A beautiful golden fool.
Brienne is wide of shoulder, nearly as tall as him, and prefers chainmail to samite. Yet he can find fairness in her form if he looks carefully enough. The brief flashes of pale skin between her freckles. The rough, comforting feel of her scraggly blonde hair, like a familiar blanket. Her guileless blue eyes that seem to shinewhenever something pleases her, and darken in disappointment when something doesn't. Most people don't notice this. Perhaps he's been staring at her too often.
Cersei is cunning. She's lusted for greater power with every breath since they were children, and he received a wooden sword while she got china dolls (dolls that she ended up shattering into a thousand pieces.) He wonders why she ever loved him, the living personification of her lack of privilege. Because they are twins, one flesh? Because she enjoys toying with him?
Brienne is too honorable to play such games. She says what she means, and this is a refreshing change from what he is used to. She is a fighter and does not skulk in the shadows. And never has he met anyone who proudly displays their principles on their sleeve- they would be trampled by the imperial court, or learn how to suppress themselves. But he admires her, in a way. She does not pretend to be what she is not.
Cersei Lannister is a woman Kingslayer would want to gift the world to. She is ruthless and calculating and dangerous, confident to a fault. She craves little other than sex when they can find a secluded location. Indeed, he found a certain thrill in their forbidden trysts, fucking her in broom closets and next to her drunken, comatose oaf of a husband alike. So much thrill that he was willing to father her three bastard children and throw a boy out a window for discovering them in the act. Once, he dismissed that as a trifle, a cost he could bear in exchange for his sister. Now it leaves the bitter taste of ashes in his mouth.
Brienne is not the sort he ever thought he would desire. But, somehow, she has earned his respect- something extraordinarily difficult to achieve. She is determined to succeed in a man's world, a world where all of the odds are stacked against her, a world where she is derided and threatened every time she raises her sword. And she wants things from him, too, no longer thinks of him as merely a killer. She thinks he can be better than he is, and he is oddly touched by her faith.
I am grateful, but... you were well away. Why come back?
I dreamed of you.
She is not Cersei.
He can live with that.