Well, to be fair, they do actually have a relationship ;) In... probably the majority of games, Link and Zelda aren't exactly a canon pair. (For instance, for the two in Ocarina, I think there's good grounds for them to be related!)

But it's a pretty awesome relationship, yeah. It's something you don't often see in Zelda games - sidequests that specifically relate to, well, Link playing Relationship Counsellor. We will ignore the fact that I ship Anju and Cremia.