I've never had a romantic experience in a lucid dream (they are still few and far between, for me ) but I've definitely found 'dream girls' within normal dreams. I love those experiences, and don't think there's anything wrong with them. I can't say they've ever really upset me, although it is dissapointing to wake up from them. Rather, they put me in a good mood for the whole day.
As for being in love with real people in a dream, for me, this has always and only been with people that I actually did have a crush on. Sometimes these dreams have even made me realize just how much I did like them. In fact, a couple nights before I asked out my first girlfriend, I had a dream where I did just that. I had already decided to at that point, but the dream was nice to boost my confidence and reaffirm my decision.