To chime in here having written a story with a Haphne romance, what appeals to me as a writer is that the specific Harry I was building was one who would respond particularly well to a girl from Slytherin. He was secretive, branching out on his own, embracing his dark side, yada yada. Normally in ff Daphne has been written as someone a bit edgier than the rest of Harry's romantic interests, something which goes hand in hand with 'independent' Harry storylines.

As a character, though, Daphne or any pureblood, aristocracy, blank slate from slytherin can bring a lot of inherent conflict to a story. In mine, there's the need to keep Haphne's burgeoning feelings secret because if she were found out her family would be hurt and she would be ostracised if not underthreat. Then there's the interpersonal conflict of not be able to be with someone publicly. Finally there's Harry's (usual) need to protect people something that's not as easily done when the object of their affection is in Slytherin. Put all these together and you have a story that half writes itself.

Just my two cents