Well, of course he looks for love at the wrong places - That's the kind of scar abuse leaves you. "No one will ever love you, dwarf, only your money", was what Tywin was hammering down on his head that night, and it worked.
For all his quick wit and sharp tongue are wort, deep down, Tyrion believes himself to be unworthy of love. Of course, he tries to get it every way he can, he tries to be a good Hand (By his father's terms of what a "good Hand" is, and that's problematic, but I can't fault him there), he tries to make his marriage with Sansa work out in spite of everything, and yes, he pays whores to pretend to like him. He does all of this and feels bitter about it, because he believes no one will ever love him.
It's a vicious circle, because this belief leaves him bitter and angry, and he snaps at people and try to play at the monster they believe him to be, which further estranges relations and, in turn, feeds his resentment.
And in fact, I believe that was what hurt him the most that night when Jaime told him Tysha was no whore. If she was no whore, she loved him for himself. Which means that if she could love him for himself, he wasn't such a wretch of an human being to begin with. He had a chance. Except, that was what he believed for, what, 10, 12 years? And in believing so, he became that wretch, he was vicious, he was cruel, he was unpleasing... He had a chance, once, but now he is a monster, now there's no one left to care. Once again, he sees no option but embrace his nature as an Imp. Father made an excellent job there, didn't he?
That's when he decides to embrace the monster he feels he should be, which is what motivates his appalling behavior in the first half of aDwD.
But I digress. What I mean to say is, Tyrion looks for love in the wrong place, yes, and in the wrong way as well, he never tries to connect, never allows any intimacy. But that's a learned pattern, something raising from the gang-rape scene. No one will ever love him in the traditional scene, so he looks for it in his whores. And he knows it's a foolish decision, but really, what can he do? Tyrion hungers for affection, for intimacy ("I want her laugh. I want her to bring me her joys, and her sorrows, and her lust"). And that's why I don't blame him for running straight to Shae. What was he supposed to do, keep trying to breach Sansa's impenetrable walls (Which are also completely understandable and relatable, BTW)? Shae is, despite everything, the best he can have.
And that's incredibly sad. That, and the fact that people continue to write off his miserable self-esteem, confidence and overall lack of affection issues as "misogyny".
I remember seeing something with that general meaning in one of his POVs. Might be recalling it wrong, tough., so I'll not press the issue. My point was, he didn't want to marry Sansa. His interactions with her were about making the best out of their marriage and, later, yes, projecting upon her his need for affection. But he never wanted Sansa.
And Natalie_S sums it better than I ever could.
That's the point.
That scene at the wedding. Ugh, that leaves me with a bitter taste at my mouth to this day. I mean, it's just like seeing one of those horribly cliché scenes where a poor waif is left freezing in a cold winter night, with her face pressed to some glass window, looking at a warm, happy family dinner. Tyrion desperately wants that, but
It's not about the sex. That's not what he seeks with his whores. It's about those blissful moments he had with Tysha, that he wants back.