If we take aliens as a metaphor for human beings with different cultures/race then their relationship works. Odo and Kira are perfectly believable relationship if we see Odo as a human who just so happen to have shapeshifting relationship. The relationship just works and is believable and is well acted. Odo behaves just as somewhat we expect to who is friendzone in a relationship who is pining away over someone who he feels unobtainable. I probably felt compelled to cheer Odo after he managed to win Kira's heart in the end.
However if we see aliens as a way to explore science fiction concepts of such as aliens with fundamentally different biology and hence different practices based on their differing biology then the Odo/Kira relationship is a bit of a missed opportunity to explore alien notions of love/relationship
While romantic love is definitely more than just sex and reproduction. Sex and reproduction certainly is the starting point of where love developed.
Think about Odo biology the way it is established in DS9. His species are on a planet for multiple shapeshifters form an entire ocean linking with each other sharing knowledge/feelings. The time where we see Odo linking with other changeling it is portrayed as an almost intimate activity akin to sex. Although not explicitly stated, I think we infer that the act of reproduction is probably related to The Great Link.
So what conception of love would an alien whose concepts of reproduction is essentially melding physically and mentally with infinite individuals would be?
I will argue it will be quite different to what humans will consider love.
I'll say that Odo will have no biological/sexual interest in any humanoids from a physical point of view. He will have no perspective in what is attractive or not attractive. Other humanoids are simply forms he can try and mimic. The first initial barrier to the relationship is that he is incapable of finding Kira physically attractive. He is simply finds any visual appearance to be neutral and simply something to imitate rather than to have any value judgement.
However what Odo finds intimate is the sharing of information/emotions/feelings as this is at least tangentially related to the Great Link. So this may explain why Odo is a private person who keeps to himself. The act of revealing yourself to other people is an act of intimacy.
Odo would likely not have monogamous view of intimacy (related to The Great Link) and certainly wouldn't care about the gender/sex of individuals.
So he feels a degree of intimacy to all the DS9 colleague. So when Kira tried to seduce and get a relationship with him and asked him all the time they spend together whether he felt a closeness. He will mentioned yes but he feels a sense of closeness to everyone he talks to. He "loves" from his unique alien point of view all his colleague although perhaps in different and non-equal ways. The idea that Odo finds intimacy talking with Kira but also finds intimacy talking with Sisko.
However the fact that Odo and Kira are best friends and meets regularly to discuss things outside working related thing, it makes sense that despite the lack of physical attraction (and lack of any other shapeshifters on the station) that this makes him consider pursuing a relationship with Kira. However it makes more logical sense that Kira is the one that loves him and pursues him and Odo finding the whole concept alien and has to be persuaded to pursue it as well. THe only way he is even openminded about it because he grew up with other humanoids and observed other humanoids relationship
Intimacy to Odo without would be communication, sharing feelings and emotions, perhaps the act of physical contact in liquid form (perhaps he becomes the goop and have physical contact with Kira is the equivalent of intimacy)
While Odo probably could act as a sex toy to Kira due to shapeshifting ability, he is unlikely to be getting anything out of it physically.
When Odo finally linked with another changeling this should trigger a crisis element to the relationship. Species that could physically and mentally bond with him in the way that Kira can only approximate. Now he experience the real thing, how can the relationship with Kira work. Sure all the changeling are genocidal maniacs but the drive for the great link and reproduction is strong and he has to overcome that by not joining them and sticking with Kira.
I could imagine a whole episode dealing with this complication in the relationship.
The solution to this problem at the end of this hypothetical episode
Get a Vulcan to mind meld Odo and Kira together and they can share their thoughts/feelings and even emulate the feelings of physically joining together.
Odo can finally "meld" with Kira with a little help from a supportive vulcan
Yep I just advocated for a Star Trek episode to have a Vulcan mind meld be used as a sex toy