All of Zelda's dialog in
TP was exposition, she had almost no real character development whatsoever. With her being sketched so thinly it's impossible to develop any believable romance with her. Then again, as someone pointed out, the game is called
Twilight Princess, which should tell who, exactly, the game is about.
Ilia...whenever someone describes her as "Link's friend" my mind immediately forgoes any possibility of a relationship between them. Maybe it's just our culture, though, having heard of people getting stuck in the "just friends" zone and unable to move out of it. So in the end of
TP, Link doesn't really have anyone if you believe he left Ordon village. One could argue that Link wouldn't want to be bound to any one particular person or place, preferring to live his life in freedom. If he is set up to be the "protector of Hyrule" or such, I think it might be best that he not have to worry about "some girl back home" and any obligations he might have to her.