One of the many clichés that exist about Bernard Shaw states that he is an author incapable of expressing deep feelings and emotions in his works, and much less in his personal life. See, for example, p. 112 of Michael Holroyd's Bernard Shaw: The Search for Love, 1856-1898, and elsewhere in that volume.
[From Miss Lockett, Alice Lockett's uninspiring alter ego for Shaw, whom she was courting at the time] "I consider you an object to be pitied - but the truth is I might just as well speak to a stone. Nothing affects you: you are a machine, and perfectly incapable of feeling of any kind whatever."
However, it is worth noting that around that time Shaw was writing An Unsocial Socialist (1883), a novel just as relatively unsuccessful as the rest, in which we can find touching quotations like this, nonetheless:
No relation involving divided duties and continual intercourse between two people can subsist permanently on love alone. Yet love is not to be despised when it comes from a fine nature.
Sure the author was being practical about love and marriage, as usual, but the overwhelming feelings of the untrained young writer are there in spite of everything. One need only read some of the letters Shaw wrote to Alice Lockett, like this one, to realize that their relationship was full of romance.