BiP 's Michael Allio Opens Up About the 'Beautiful' Way Danielle Maltby and His Son Have 'Become Buddies'

Life has changed in many major ways for Michael Allio and Danielle Maltby.

The Bachelor in Paradise stars revealed during Tuesday's finale that not only have they continued dating since meeting in Mexico, but Danielle, 37, plans to move to Ohio to be closer to Michael, 38 — and Michael said "I love you" to Danielle for the first time.

"You could tell by her face, she had no idea that was coming," Michael tells PEOPLE. "Prior to being on the reunion, I've only said 'I love you' to one person my entire life. Sometimes the word gets thrown around, and it means something very significant to me."

"I wanted to make sure that when those words did come out, that they felt real," he continues. "But now it's a moment that's captured on TV that we can look back on."

Michael Aillo and Danielle Maltby Will Spend Thanksgiving Together After Revealing They're Still Together
Michael Aillo and Danielle Maltby Will Spend Thanksgiving Together After Revealing They're Still Together

ABC/Craig Sjodin via Getty

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Danielle concurs that Michael saying "I love you" was "completely unexpected," but she never questioned his feelings for her.

"Even before you told me you loved me, I never doubted it," she says to Michael. "I've had men tell me they love me before and none of their actions ever backed it up. I never felt completely safe and secure in the relationship."

Danielle, who works as a nurse, still plans to move to Ohio as soon as she finds "the right clinic to work with," she says.

"If those logistics weren't in play, she'd be here tomorrow," Michael says. "We're just excited to celebrate and experience the small things in life, the mundane stuff."

Michael Aillo and Danielle Maltby Will Spend Thanksgiving Together After Revealing They're Still Together
Michael Aillo and Danielle Maltby Will Spend Thanksgiving Together After Revealing They're Still Together

ABC/Eric McCandless

That starts with spending Thanksgiving together in Ohio on Thursday with Michael's son, James.

"Danielle and James are going to be busy in the kitchen making pumpkin pie and it's going to feel like a good little holiday," Michael says. "We both really haven't had a significant other in our life for the holidays for quite some time, so we've worked hard for this. It's going to be a beautiful couple months here."

Danielle jokes about looking forward to enjoying "two-for one-specials" together at restaurants and not having to hide her relationship with Michael.

"I don't have to wear a disguise at pick-up!" she quips.

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Michael says James — who he welcomed with his late wife Laura, who died of cancer — has now "become buddies" with Danielle.

"There was a time where early on, it felt a little bittersweet," Michael admits of Danielle connecting with his kindergartner son. "I had to make an adjustment because I was used to seeing James with his mother and seeing him with Danielle, it was sweet to see James be so receptive to it and to see their connection."

"And ever since then, it's just gotten progressively better," he adds. "It's beautiful to watch and we're very thankful that we found each other."

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Through this difficult journey to happiness, Michael has learned "you can make a beautiful life for yourself after tragedy and not allow it to define you."

"I have no doubt that one day I'll be able to see Laura again, and so between now and that time, I better have some good stories to tell," he says. "You have to sometimes live for those that can't. The last thing I would want is down the road, whenever my number's pulled to go up there, let her know that I just sat on the couch and was sad. Because I know she would say, 'Did you not learn anything from my experience from what we had?' Life has to continue going on."

Danielle, whose fiancé died by suicide in 2011, recognizes that during those tough times, "you do feel hopeless," she says.

"I just hope everyone knows that something beautiful is waiting for them and that they lean on their friends and family and in these moments. And don't knock a good therapist!" she adds.

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Making it out on the other side brought Danielle to Michael, after all.

"I've got really bad dating history. I went for all the wrong guys when I should have been going for someone like him all the time," she says. "I did not know love was this."