That's sweet, if a bit sad in its way. I feel awkward sometimes that the character is unable to recognize the way others feel about him, and might not know how to deal with it if he did.

Precisely so. On one level, The Shadow understands people extremely well; He comprehends them like puzzles, and he's skilled in gauging how they'll react to things, what they'll do and how to manipulate them into what he wants. On the other hand he's had a level of emotional distance his entire life, and has no idea how to really let someone in or relate to them as a friend. It goes against all his instincts.