It's all down to the writers, they always write Exodus that way, like he holds Magneto on a pedestal , but it can easily be tweaked that this was because he wanted to impress Lorna.That is the point that he does not just like Lorna have to be beholden to Magneto's machinations or manipulations.Honestly because Exodus is romantically a blank slate, I believe if written well the romance could work. One thing about Exodus is he is loyal so if he's genuinely enamoured with someone, the drama will certainly not be because he can't make up his mind or some juvenile stuff like that