He's not dense, it's just that he's well aware of his place: an unattractive guy which is considered creepy and dull by almost everyone. So instead of thinking she's into him he would just brush it off...
I've been there too, no matter how obvious a girl makes it, I would tell myself that she's not that into me and i'm just being delusional...
The only difference here is that I might be delusional after all, while its a fact that Yamada is fucking head over heels for him lol