Well, the characters aren't necesarilly dating you. They're dating Chase. A character that has there own opinions and problems, and that the other characters have history with, and an already established opinion of. This seems more like a story that we play no real part in, which, depending on the person, would probably be bad, but there are others (me) who don't mind it too much.
I was bummed about what happened to Leo honestly, but when I think about it, I'm kind of glad it wasn't an option. Realistically, a relationship like that just isn't healthy, and even worse is that it, while unlikely, is possible. A relationship like that being a "happy ending" could possibly be promoting such a relationship. Leo's unwavering obsession of Chase that was apparently happening even before the hysteria was a flaw that was truthfully there, but just hidden till it was exposed in the horror part of the game. Of course, it would have been fantastic for Chase and Leo to get back together after Leo lets go of his obsession and loves Chase less intensely but still just as passionately.
However, a lack of happy endings just seems like a theme of this game. Of course I'm sad about what happens to Leo in the end, what happens to all the characters (except Carl), but not everyone gets a happy ending irl either. It's the realism that's displayed in such a non realistic way that I kind of like about this game.
Oh, also, the romance portion is probably mainly just there to gain investment in a particular character and eventually all of them as you play their routes. I'll be honest, until I played each route, I didn't care about what happened to them, despite everything that they were going through.
In short, I guess, just try not being so attached to the characters. Just play and read the story and try making as much sense of it as you can. It's honestly a lot more fun that way.