Co-signing everything that flemm wrote. 
What? Don't look at me like that. I am serious. Yeah, the writers did it inadvertently, since I doubt that they ever had that in mind, or that they ever considered the implications. But the implications are still there, if one decides to see things in that light. Odo can be seen as a transgender person. The Founders have no biological sex to start with, but they are able to assume both the gender, and the physical sex they choose to. Odo's gender identity was constructed, as a combination of choice and influence of the environment/upbringing (his emulation of Dr. Mora), yet nobody ever questions his male gender identity. Even despite the fact that his physical sex is fluid, and that he could physically 'become' female, or hermaphrodite, or non-defined, any moment he chose to, and shape his body accordingly. In treating Odo as a male, everyone on the show is basically acknowledging the right of an individual to choose their gender.

But there is another way to look at it. I like to say that Odo's character is in some ways the most positive message on LGBT themes Trek has ever produced.I think they were so "in the box" in their thinking that it didn't even occur to them that Odo probably wouldn't have what humans consider to be romantic or sexual impulses toward humanoids. I mean Odo only takes the form of a male humanoid for convenience-that's not actually what he is at all. He has no specific form or gender. It'd be just as logical for him to be attracted to a male of a species or an animal.
Another example of not really thinking the whole IDIC thing through-just because Odo looks like a male, he MUST try to pair off with a member of what looks like the opposite gender.
What? Don't look at me like that. I am serious. Yeah, the writers did it inadvertently, since I doubt that they ever had that in mind, or that they ever considered the implications. But the implications are still there, if one decides to see things in that light. Odo can be seen as a transgender person. The Founders have no biological sex to start with, but they are able to assume both the gender, and the physical sex they choose to. Odo's gender identity was constructed, as a combination of choice and influence of the environment/upbringing (his emulation of Dr. Mora), yet nobody ever questions his male gender identity. Even despite the fact that his physical sex is fluid, and that he could physically 'become' female, or hermaphrodite, or non-defined, any moment he chose to, and shape his body accordingly. In treating Odo as a male, everyone on the show is basically acknowledging the right of an individual to choose their gender.
Odo might have first realized that he was interested in more than "very good friendship" when Kira was telling him about her love for Bareil. Prior to this, he used to say he didn't understand the solid need for romantic/sexual coupling. But seeing Kira in one such relationship and witnessing the strength of her feelings for her lover might have made him wish he could have this, as it would put his closeness and intimacy with Kira on another level. Physical desire doesn't need to be the origin of romantic love.If your argument is that this was more of a platonic love, then there was no reason for him to try to advance the relationship beyond the "very good friends" vibe they had going in early seasons.
And you've just contradicted yourself, because if the only reason for sexual, and, by extension, romantic attraction is to encourage reproduction - then an attraction to the same sex would not exist (or, for that matter, sex and desire in a female post-menopause; or especially strong sexual drive in a woman who is in PMS or menstruating, when conception is least probable, and so on) or we'd be dangerously close to the idea that it's a "mistake of nature". The argument that attraction is primarily based on reproduction leads to a very shaky ground.But the examples of the "Chimera" episode and the female changeling kind of prove my point. Basically sexual or romantic attraction are ways to ensure reproduction of the species.(Huge disclaimer: I am NOT saying that this is the ONLY reason one should get into a relationship. Heterosexual relationships that don't produce children and gay relationships are not in any way "abnormal," I'm just saying that the BIOLOGICAL reason for the feelings of "attraction" are to encourage reproduction)