It builds the suspense and the denial of a tangible relationship is delicious.
Currently I'm obsessed with Game of Thrones, and my favorite character foil is the Hound and Sansa. It's like the Beauty and the Beast. The Hound's face was pushed into hot coals when he was a boy because he had been playing with his brother's toy, and now half his face has a huge burn. Sansa is about fourteen, fifteen who is very beautiful and naive because she is so young. George R. R. Martin writes delightful character development.