There's romance? Are we reading the same thing? The girls think he's either a god or that humanoid bear species, it's not weird to them in their world. Kumakichi has made it pretty damn clear in his mind he's kinda bothered by the whole thing, he just doesn't want to be 'rude'. He basically never complains about anything.
Once sided romance isn't really romance. He might change in time, sure, but it's a different world. Deathmarch gets way creepier. This is just funny watching him mentally freak out. Sure it has a romance tag, but that's mostly just because the girls are crushing on him weirdly hard.