Build up would be nice, but it isn't necessary IF they explore their relationship and what makes them attracted to each other, but they didn't. I care about as much for their relationship as I do for Kukiel's parent's relationship. It's just something established in game that we never explore.
I felt that the relationship was explored in a less traditional way, but still explored. Sure, they didn't spend every waking moment together, but I think the relationship was shown just as effectively. I find this especially true from Link's POV. If you look at the dialogue options given at the beginning of the game, anytime he talks to another character on the surface, we're almost always given the option to ask about Zelda. At the end of the first temple, he actually remembers her and is reminded what is at stake. He's not just looking to save the world, he's looking for a way to save his friend--and he's willing to chase her to the ends of the world to do it. She's constantly brought up and constantly a concern of his throughout the entire game, which is something surprisingly rare for the Zelda series. I found that I never forgot about SS Zelda, and unlike a lot of other characters Nintendo was trying to push us to care about, she was always at the back of my mind. Most of the other games (Aside from ST, OoT and TWW and perhaps more that I just can't think of) just introduced her (or another character who we're supposed to care about), then she disappears until the climax. Even Minish Cap, which also featured the two of them as close friends, only managed to show them together at the very beginning and then retired poor Zelda until the end of the game without so much as a glance her way.
If you never saw that in the relationship, then that's fine. There are some relationships that I utterly despise that everyone else seems to adore in the franchise, so to each his own. But frankly, I think it's not only the best relationship between Link and Zelda, but that it's one of the best-shown relationships in the entire series.
