I want to know why my NPCs love each other. Willie, my gun dealer and Katie my nurse go, "bla bla bla make it quick I got a date with Katie in one hour blah bla blah blah is Willie hurt in any way? Just wondering bla blah..."
I don't know why. Is this part of the game or is it a special reaction stuff?
The relationships between NPCs are purely superficial and have no impact on the game.
If you really want to learn about their relationships, you can read the trivia on each of their pages at the wiki. See www.terraria.gamepedia.com/NPC and click on the link for each NPC.
There is no in universe reason given for this, other than that they are people who are living near each other and it follows that they might be inclined to date each other.
Out of game, I can't find any sources that indicate a specific reason given by the developers. It is likely that they just wanted to fill out some more dialog options for these characters.
It is also worth noting that the NPCs reference each other in non-romantic ways as well. For example, the Arms Dealer has several quotes about how he doesn't like the demolitionist.
