Yes, the affection that Humbert had towards Lolita, and in fact all nymphets, was a direct result of Annabel's early departure. According to enotes.com, "Humbert begins his memoir with 'Lolita, light of my life, fire of my loins. My sin, my soul.' He admits that Lolita had a precursor, and that 'there might have been no Lolita at all had I not loved, one summer, a certain initial girl-child.' During the summer of 1923, Humbert and Annabel, both thirteen, fell 'madly, clumsily, shamelessly, agonizingly in love with each other,' but were unable to find an opportunity to express it. When Humbert notes that Annabel died four months later of typhus, he wonders, 'was it then ... that the rift in my life began; or was my excessive desire for that child only the first evidence of an inherent singularity?' He asserts his conviction, though, that 'in a certain magic and fateful way Lolita began with Annabel.'"
He was desperately close to "finishing" a physical act of love with her before they were interrupted. From that instant, his romantic emotions were frozen despite the fact that he continued to age. In other words, he constantly sought after that same feeling of love (both emotionally and physically) with a girl of Annabel's age. However, because he could never fully recapture that moment, he was not satisfied with only a few intimate encounters with Lolita, and his pursuit of her lasted a lifetime.