I don't think it matters.
I will echo that the romance drama really bogs it down more often than not rather than adding spice for me, and that is more likely to happen with female characters (and female writers). Even when a female character is working just fine they'll throw a guy in with some drama "just because that's real" (no it's not, especially in life threatening situations, and especially at how fast it usually is with smoldering glances and background music, though it does make a writer's life easier for some quick drama and having more stakes, something the comedic Terrible Writing Advice guy makes so much fun of and even has a symbol of 3 hearts in a triangle just to save words for the inevitable love triangle when writers get lazy or desperate), like they did in Daria by throwing Tom into the mix and really dragged the show down (movie aside). And in the case of Daria I feel I was in the majority for a change, because that's not why fans watched the show (though that fandom has, or at least had, its rabid shippers as every other fandom, but even then I don't recall any passionate shippers involving Tom though I'm sure there were).
I've seen it happen to male characters as well, though it feels odd that they get the girl at the end but in the sequel or next season or whatever it's over, though the ex may show up for quick drama and maybe to be the prize again (The Zorro movies come quickly to mind, as does Indiana Jones).
A lot of times, romantic drama turns both males and females into idiots who lose all rationality and proper sense of priorities (though this can work in comedies as long as comedy is its primary goal), and I've become irritated (often in the Jossverse) to downright hateful to the protagonist (male or female) because of this at times. Male and female writers can both be terrible about this so that I think they must learn to write this way in whatever specialized school they went to (or copying others who have gone to those schools).
It helps if it doesn't demand too much of the story, or that it's understood from that they've gotten close long before the show starts (though if it's any kind of soap opera or drama then in this case it feels certain one will die, or one will cheat on the other, by the end of the first season that will continue to drown the series in angst for as long as the series is allowed to exist, and that's become too cliche for me to even tolerate anymore, but it doesn't always happen).
But there are times that this can be done very well that actually augments the story for me, but usually not. One of the few times it worked to improve the story for me was Sarah Connor and Kyle Reese in the first Terminator movie.
I can say that the one of the things that hooked me into RWBY (warts and all) is that it focused on female protagonists and villains which was refreshing, and at least for awhile the shipping was kept very light at best (okay, there was one, but it was doomed, and though important, it wasn't central to the story). Interest was shown (like one of the characters having a crush on a boy that kept being frustrated by a clueless friend and the boy's own insecurities and lack of interest back), but not all consuming passion or angst (at least not for long), and all that showed that character development could come from that alone (and good gods could it use some then). It doesn't mean that's why I prefer it, though, just that it was refreshing to see so many females and they WEREN'T obsessing over passionate, romantic love. Even the rare time passion became an issue it didn't derail the plot (it probably helped the writers didn't have enough budget that they didn't have time for that, though others will point out they sure wasted a lot of time on side characters that never really went anywhere).
And maybe it helped that I didn't see the original Battle Star Galactica first but I preferred the female Starbuck to the male one, and thought she had more depth to boot. That said, this is one of the rare times that switching the gender of a character actually worked for me, rather than coming off as a cheap gimmick that adds nothing to the story as it usually does.
But that aside, it just doesn't matter. I LOVED The X-Files, and the interaction between Mulder and Scully was a huge part of that (I quit watching before Mulder disappeared), but I'm glad I missed most of the romance between Mulder and Scully. And to bring it back to the original question, I can't really say either character was my favorite, but that the show would've suffered without both being in it to play off each other, and there's a bit of Mulder AND Scully within my own psyche.