Just because it's obvious to the viewer that a character is madly in love doesn't mean that it is for the characters. Actually, there are plenty of characters who are completely oblivious to the fact that someone has a crush on them.
Sometimes, it's understandable that they wouldn't get it - Violet Evergarden is a child soldier who doesn't understand human emotion in general, so of course, she's not going to get even the most blatant of confessions. But at other times it's just kind of ridiculous - how in the heck does Tanaka of Ueno-san wa Bukiyō manage to miss all of his senpai's clear signs?
Whether it makes sense or it doesn't, these clueless anime characters can be entertaining, but they can also add some serious drama to the stories they're involved in. Which one is the most blatantly oblivious? That's for you to decide.