Romance doesn't equate to sex. In Anna's context romance of any sort is a bad, bad idea for her right now, for multiple reasons.
1. Worse trauma when they inevitably die, more neurotic protection-obsession while they're alive. Gods help us if it's her that does the hurting or killing.
2. Anna doesn't really quite understand how to into normal human emotion and behavior. It would probably be a tremendously frustrating endeavor for both her and most potential matches.
3. What she needs, more than anything else, is a stable network of friends to help normalize and resocialize her. She's been a self-driven child soldier for half of her life, watched her parents and everyone else she ever knew die because she "wasn't good enough", and (perhaps redundantly) has a whole sheaf of issues from Mental and Emotional Damage Monthly. She's probably never going to be totally functional on the human end of things, and anyone with an inkling of what happened to her would be pretty sick to actively pursue her romantically, but reliable friends who don't die in combat and platonic cuddling would help reduce some of her more outstanding issues with other people in danger and (I'm guessing) betrayal--it hasn't been explored much, but having half of the town turn on her like that probably created its own little pile of issues.
/justlikemyopinionman
I just mean I don't cuddle with my friends, except very occasionally as a joke. I guess I used to cuddle with my parents, but it's been a while. Otherwise, in my experience, cuddling has always had some sexual dimension to it.
As for romance and friendship, I'll quote some wise women: "If you wannabe my lover, you gotta get with my friends. Make it last forever. Friendship never ends."
While I do agree with you that Anna shouldn't get into a romantic relationship right now, I do think that, eventually, a true romantic (even if not necessarily sexual) connection with another person will be one of the best things that could happen to her, both for mental health and happiness.
And I don't agree with the idea, put forward by others in this thread, that Anna has the emotional maturity of a ten year old. While she's obviously heavily traumatized with a ton of issues, the idea that you need 18 years of responsibility free frolicking before you can be considered mature is sort of a strawman of the modern Western conception of childhood. I'm pretty sure you won't find any such claims in any modern psychological textbook.
In fact, by many measures, Anna is more mature by far than Setsuna or Koujiro, who have never really seen true loss, or shouldered real responsibility in their lives.
That said, I in no way advocate that a heavily traumatized teenage girl with little understanding of how to navigate society should be entering any sexual relationships any time soon.