@kaarme I'm also a guy, and I am also the same way about josei and shoujo. I think some Seinen titles can offer that depth of relationship, but almost never Shonen - and I don't really understand why, as books in English aren't segregated quite like that. Lots of 'young adult fantasy' works I read growing up offered more nuanced takes on relationships.
One of the few Shounen works that does do relationships pretty well is Fullmetal Alchemist. Except of course, it must be noted it was written by a woman (with a male pseudonym) - and even still, my biggest regret for the series was that I wished it would have delved even deeper into the relationships between Ed/Winry and Alphonse/Mei, etc. I hate the whole "last chapter confession, everyone's feelings are cleared up and now...story over!" Which is why for example, I really liked the Bunny Senpai story. It doesn't let a developing relationship end its ability to tell a story, but instead incorporates that growing relationship into the story.
If you haven't seen it, check out Machida-kun no Sekai on here. A real shoujo gem. (although you probably have, since it's super highly rated).