Disclaimer: I don't own Once Upon A Time and never will. No copyright infringement intended.
David Nolan doesn't remember much about his life, but he knows deep in his heart that this isn't right. He feels uncomfortable around his wife – Catherine? They're not compatible. He's able to relax around the teacher that saved him, Mary Margaret Blanchard. David feels guilty for being attracted to her, but not by much – Catherine's admitted to sleeping with other men when she thought he had abandoned her.
He doesn't want to be stuck in an unhappy marriage with a woman he doesn't remember. He's happier with Mary Margaret, Emma, and Henry. David just wants to understand why.
He wants the world to be right again.
Mary Margaret doesn't understand why she let her get attached to the John Doe – No, David Nolan. Of course he wouldn't be interested in her. That's not the way things work for her. True love doesn't exist, no matter how much Henry believes it does.
However, she can't shake the feeling that something isn't right, and she doesn't understand it. She does like friends with David, though, although Emma has warned her she'll get hurt in the end.
She just wants the world to be right again.
For now, they'll live unhappily ever after.