I don't necessarily think it has to be a situation of cold feet, it could just be they never had plans for romance in regards to Rey's character in the first place. And just because they're not doing anything with Rey and Finn doesn't mean they're going to do anything with Rey and Kylo. Could very well be Rey simply will not have a love interest in this trilogy. Which is more than fine. Luke didn't either after the first act of Empire when it became clear it was Han/Leia.