Romance scenes in the media don't make me sad but sometimes they make me feel sick. I guess I don't get depressed over them because most of the time it seems like such a Hollywood constructed version of love/intimacy that it's not realistic enough to be able to identify with, even in a fictional context. But I can see how the constant in-your-face can wear a person down.
Lonesome Crow made a good point about ads being designed to make you feel inferior. Companies are trying to sell a basic product but at the same time the ads are designed to sell you popularity or inclusiveness or love. They prey upon the basic human need to feel needed to get you to surrender your money. Much of the time when I see an ad I will ask myself "what promises are you trying sell the consumer that have nothing to do with your actual product?"
It seems that romance scenes are designed to do a similar thing but in a slightly different way. If the writer has played their cards right, then by the time we get to the love scene we can identify with the characters and experience the scene vicariously through them. We even put ourselves in their position a lot of the time so there's this weird undertone of "you too can have this...but you can't...but you can" and it is highly engaging. Sorry if this doesn't make sense, I've not said this very well.
Also, does anyone remember the movie Legally Blonde? It was kind of a cult favorite for a while amongst middle/high school/college girls.
This conversation reminds me of the scene after the main character, Elle, has a falling out with her boyfriend. It shows her laying in bed, eating a box of chocolates while watching tv and one of those mushy romance scenes comes on the screen and she throws the entire box at the tv.