The game builds up the relationship between Link and Midna, yes but I never a romantic vibe off that, at least not mutually romantic. You could interpret some of her lines towards the end of the game as her being into Link, but nothing from his side suggest anything of the sort.
Ilia already starts with an established history with Link and you get get the cut away after she regains her memory that very much implies the two kissing.>>116049854
They are definitely up there as one of the best canon couples, but the game is only okay. Hope they do a remake with the stupid controls cut out at some point.