No, of course not. It is certainly not wrong to respect your crush and not to attempt to do something that neither of you are comfortable with.
As a matter of fact, it is commendable that you avoid romantic relationships as it indicates that you prioritize other things than trivialities in a relation.
You can have a perfectly good and healthy platonic relationship with a person without showing romanticism. It probably makes that relation even deeper than if you would involve romance. Keep it like that for as long as you can.