How do you write a romantic storyline in a fantasy novel?

The same as you would anywhere. After all, the most compelling romances aren’t the most expected, it’s the unusual, unexpected pairing (i.e. the ‘forbidden’ romances). But in a fantasy world, the number of ‘forbidden fantasies’ grow exponentially. So mixing a centaur with a unicorn is fair game, just as much as having the centaur, tempted with both a human and an animal, as it's still ‘in keeping’ with their characters. It’s essentially part of their biological imperative, isn’t it, even if procreation isn’t possible, that’s never stopped anyone before, as we’re all impulse, rather than logically driven.

And if they can get a few other mythical or other fantasy creatures to aid and abet their dalliance, it’s all for the better (cross-species intrigue, adding more depth to each of the characters, not just the human ones). And of course, that applies even if they’re no mythological creatures.

We’re all more tempted by the forbidden (the whole ‘bad boy’ mystique), than we are by what’s expected or approved. We may settle for what’s expected, yet we all (even the girls) still want to sow our wild oats beforehand, we just don’t want to get caught (of heard fantasizing about it, as then it’s harder to deny their intent). Again, men are inherently given more leeway (permission) to be bad than women are, and that’s inherently sexist, however you paint it. Morality is either applicable to all or to no one.