It's tradition for the most part. There still remains a large segment of the population that believes the more hoops a person jumps through to be with someone the more they will treasure or respect them once they finally connect.
However in modern times it is best for a man to tone down is pursuit of a woman. Too many love notes, flowers, phone calls, compliments, or "showing up" in many people's minds today is borders on (sexual harassment) or (stalking) when you don't know the girl very well. Naturally if she's (interested in you) that same behavior would be deemed romantic :-). It's not worth the risk to chase too hard.
You're better off assuming if she doesn't flirt back with you then she's not interested in you. Some guys take it a step further and subscribe to the old female saying,
"We love the ones who ignore us and ignore the ones who adore us".
Simply put you igore women that have guys chasing after them. Eventually their curiosity will get the best of them and they will approach you. One man's opinion! Best of luck!