As for Zero... The anime stops before it actually justifies it yet. Currently their relationship is based off of him ignoring everything she says, contradicting her constantly, and throwing himself at her whether she wants it or not... and him trying too hard to impress her to the point where she is forced to console him... It is a very one sided relationship all things considered
(Intentionally mind you. It just means their relationship isn't immediately perfect)
The issue isn't that he doesn't like Rem currently. It is that there is more of a reason for them to be together then not because they are, so far, the proven couple.
As in right now the relationship between him and Rem is eclipsing the "One True Love" in both screen time, poignancy, and set up. Heck say what you will the reason he always gives for liking Stella applies even more to Rem.
HOWEVER that said Zero does ONE THING REALLY WELL!!!... The main character learns how to be a better person, how to be a better boyfriend... From Rem. He doesn't suddenly become good at relationships, he learned it from the patience, love, and caring that Rem showed him at his darkest time. THAT is why Zero works and one of the ways it gets out of that trap.
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But even then my observation wasn't so much "Why does every anime do this wrong?" so much as "Why do so many animes do it wrong?".
Which is, what I think it is, that too much fiction spends too much time on the romance being a sure thing and forget to set it up.
Cinderella actually handles the "Love at first sight" very well with only one scene, but it did it by actually setting things up without them needing to be together. Full Moon Wo Sagashite even though it ran off of "Sooo designated" it actually handled it differently and... (Snow White didn't handle it badly... because Prince Charming is meant to be a non-entity. It is both the hearts of the Dwarves and the radiant goodness of Snow White that saves her)
It was the female lead who was never sure if she really wanted the relationship. That she knew he was supporting her the whole time and that she isn't ready to love, doesn't want to love, but she is going to love him and she asks him to be patient.
There are ways around it for sure and you don't sink JUST because you have designated love interest.