The idea of non-sexual romance existed in all times and all places until our modern world. It is sad that people do not have a place for non-sexual, platonic, romance between friends any more. I could get on a soap box about how this hurts our world.
This was a commonly sung hymn when I was a kid
Yes, we ought to have a personal relationship with Jesus.
Many Saints have written about the way you feel. When some nuns take their final vows, they wear a wedding dress and a wedding ring.
May you continue go grow close to Him.