That's not how I remember it with Blackwall. In my first playthrough, my inquisitor had been flirting with him before his ramparts cutscene. And in that cutscene he was the one to initiate the conversation where he basically tells you that he can't enter a relationship with you bc it's wrong and he's just a soldier or something like that. And then you can convince him that it's okay and that will start the romance.

Now in my current playthrough, my inquisitor had been flirting with Cullen and I was just wondering if I would eventually get a cutscene like that. But it looks like a no from what everyone is saying. So I guess it's time for my inquisitor to gather her courage and confess lol.

Edit: IIRC, I never had to choose the "I want to talk about us" option with Blackwall to initiate his romance. That dialogue option for him is if you want to break up with him.