User blog comment:B214/Volume 23 discussion blog/@comment-24.2.170.249-20170320010016/@comment-87.9.174.130-20170320011143

It has sense that he is dense about elmenhilde. To be fair, she never show directly to him that she has a crush on him and the first time they saw each other she was a snob character and to Issei the 1st impression is very important.