I can't help but wonder if Cole likes Chelsea helpless and dependent. I get the vibe he didn't have much prior dating experience, so maybe he's the type who needs to be needed? (If that makes any sense).
For example that scene where Chelsea was talking to Donna. She was completely in control of the situation, firm voice, handling it well and then Cole runs over to eavesdrop and feeds into her anxiety the second she hangs up. Instead of telling her she did great, he mimicks the whole "omg, I'm shaking, this is so traumatic" shtick. He tends to parrot Chelsea's facial expressions, words and emotions rather than say something authentic. If it works for them, great, but I find it to be a strange dynamic, and one that certainly doesn't help Chelsea's issues.