Personally my headcannon has always been that Odo was Ace, and eventually through enough immersion in normal (ish) society, and not just a science team on a slave-run ore processing station, he figured out interpersonal relationships enough to develop (or recognize, I think) his romantic feelings for Nerys.
Although I feel like he could have gone either way in his romantic life. If there were someone who acted just like Maj. Kira, but male, with their same history, i could see Odo going for that too.
His only reference for things was the relationships he saw, which from what we saw in the show (in a very 90s RICK FUCKING BERMAN way) the majority of relationships we knew about were heterosexual, therefore Odo would be more likely to see it as desirable to fit in with the largest crowd.
The real question is whether he questions it later on or not.
Also, being what he is, do you think later in life he would begin questioning his identity and his status, thus resulting in a(n) (a/bi/pan/etc)sexual female/andro-presenting odo?