If the romance is a well-integrated part of the comic, and it feels like something more than just the main character getting a hot girlfriend/boyfriend as a "reward" for being the main character, then I say go for it! Write a romance to go with all of those super-intense friendships for which shounen is famous (oh hello sports manga I didn't see you there).
But if it IS just a box to be ticked, then don't.
THIS. The only time this particular setup has worked for me is in One Piece, where Luffy really IS that oblivious, and it's played for laughs. The hottest girl in the world is into him, and he just does not get that at all. But as I said, it's played for laughs, and Luffy has had plenty of time before that to establish himself as seriously lacking a proper perception of reality. It also isn't constant - it's brought up a couple of times, and establishes a motivation for the girl, but beyond that, it isn't really a thing.
Otherwise, though? DUMB.