Well, already answers are provided, but here is my take
It could be a mannequin
Whatever I wear, it will always be a good combo.
I'm so super hot.
Usually mannequins, if provided with all body parts - are super hot, with any kind of dress.
I'm very good at creating a romantic setting.
Please don't leave me alone.
If pairs of mannequins ( of opposite genders) are taken, they can be arranged for romantic setting(s).Not sure of the part- "..don't leave me alone."
Your parents don't wan't us to play together.
Please don't touch me.
As children, we may have a tendency to play with toys, but these are life-size and are usually placed in shops, for which parents do Not allow us to play with them. And hence - do not touch.
It's not a pretty girl.
So what is it?
In a certain angle, they are not pretty. It is a mannequin.