In short yes I could be appropriate.
I would use the expression in the context of someone being alive despite of the life or death situation. And I am relieved that my guessing process is finally over.
When I were to express grateful thoughts for whom I feel romantic, I would prefer using "곁에 있어줘서 고마워"
"(난 네가 내) 곁에 있어줘서 행복해 I am happy that you are near me, beside me, or close to me" or "난 행복해, 네가 내 삶에 일 부분이어서... I am happy that you are a part of my life"
