As Levyz mentioned, theres almost no romance at all,a lot of tease but it never develops, Dokja has a lot of feelings for the MC, admiration, anger, disgust in cerain ways, because he saw the journey of the MC, the MC lived almost 2k lives, along the way, he lost his humanity and commited horrendous acts, at first he cared about all his conrades but then he got the 'regression depression' and just couldnt care anymore for human feelings, sometimes he just gave up on a 'run' to start over, knowing all that sometimes makes Dokja feel disgust and anger for him, but then he remembers that the actual MC is on his third regression and didnt do all those things yet, and gets confused by his feelings, all that sometimes makes it looks like he is in love with the guy from the other characters perspective, but its more admiration, trust and empathy since he is the only one who really knows all the shit the MC has gone throught.
Besides, everyone either loves or hate Dokja, some enemies became allies, but theres no ally that don't 'love' him in some way, he sacrifices his life 'multiple' times for his allies after all, even the kids love him and wants his attention, theres a little romance between Lee Hyunsung and Jung Heewon later on, but even these two seems in love with Dokja in some parts of the story, practically everyone loves him and even the guys and kids would love to be his lover, practically a harem, Dokja is the one that never goes for anyone, sometimes he thinks about it but never pursues it