Leo Finkle and Gurov both have trouble responding emotionally to others, especially women. Their emotional coldness has led to them not being able to form close relationships. Both do change in the course of their respective stories, but in a different way.
Although emotionally akin, these two characters are quite different in other respects. Leo is a young student who tends to shut himself off from society; Gurov is a middle-aged family man and a man of the world. Leo has shunned relationships with women in particular; Gurov, on the other hand, appears to have had several liaisons, as reflected in his reminiscences. He does not love his wife, nor she him.
Leo, then, is a serious young man, of a philosophical bent; Gurov appears rather superficial and cavalier. However, both chance to have an experience with a woman that changes them; in other words, they end up falling in love. In Leo this comes about at least partly because of his conscious effort to change himself, to develop emotionally and spiritually, to find a true soulmate instead of just settling for a socially respectable arranged match as he initially tried to do. He is rewarded when he sees a photo of a woman who appears to have the spiritual depths that he is now looking for. Things are complicated by the fact that this woman is Stella, the daughter of the matchmaker Salzman, who in Salzman's eyes, has become a dissolute woman whom he has more or less disowned. But Leo does manage to meet with her and is ecstatic.
Gurov, by contrast, never tries to find a soulmate at all - quite the contrary. When he first meets Anna he seems to regard her as just another conquest, but he increasingly finds himself thinking about her when they are apart. Finally, one evening, when he happens to see her, unexpectedly, at the opera, he suddenly realises that he is overwhelmingly in love with her:
He realised that there was no-one dearer to him in the world than this little woman with the stupid lorgnette in her hand, who was in no way remarkable.
Chekov portrays this realisation in a beautifully poignant manner: this seemingly insignificant woman suddenly becomes all the world to Gurov, the man who formerly seemed incapable of loving. This is not just passion; he genuinely cares for her, is overcome with tenderness for her. He falls in love entirely against his will; it seems to happen quite unconsciously, in his case.