But the game mechanics isn't set up that way. So I see why Gloria has to call him to keep that friendship high.

Yes, that's why I have her call him, to maintain the friendship. He never calls her. It seems like everyone else in town calls to chat, but not James.

Or are they Romantic Interest or Boyfriend/Girlfriend?

They are Best Friends. They did kiss on prom night, but it all took place in the rabbit hole and nothing further came from it. James didn't seem to even remember it (the jerk!).