Short answer
Make minor adjustments the characters' motivations and personalities until it is plausible that they will act in a way that is conducive to the story. (In this particular case, that would be not falling in love.)
It can be difficult on a personal level to change characters that you hold dear, but it is not only possible but often necessary.
Long answer
It appears that you've imagined the characters so vividly that they feel like they are real, living people. To write a story that has them acting counter to their natural inclinations would feel forced as if it were violating their free will. That's great! It means you have fully realized the characters. However, it is important to remind yourself that these people are fictional characters that you have control over.
It is important that all of the elements are consistent and plausible. If you have characters that you wish to preserve, it is worth examining the plot, setting, and other elements to see what can be adjusted. Unfortunately, it is not always possible to preserve a character in their entirety without undermining the quality of a story.
Other answers have provided examples of how the characters could be tweaked to ensure a romantic relationship isn't feasible. Personally, I favor those that make the characters pragmatic. It isn't a stretch to imagine a nurse being a professional who limits her emotional investment in her patients nor would it be surprising that the soldier is aware of how precarious his situation and decides to forgo romance. As long as these traits are consistent with the rest of the character and are sufficiently communicated to the reader, such solutions can let you forgo the romance without drastically altering the characters in ways that might feel more forced or contrived.
Of course, it's worth taking a moment to step back to examine your own assumptions and motivations. Are you making the assumption that people of the opposite sex with compatible personalities are always going to develop romantic feelings? Are you assuming that nurturing care is a sign of affection or that the one receiving care will interpret it as such? Are you a hopeless romantic who enjoys stories in which love thrives despite impossible odds? It is altogether possible that falling in love is actually not a forgone conclusion with the characters you've created.
For a concrete example, consider that fact which you've tried to giving the nurse a fianceé. Why wasn't this sufficient?
Is the problem because you envision characters who aren't willing and able to respect such a commitment? If so, then you should consider giving the characters the will and ability to respect such boundaries. Would such discipline negatively impact the characters or be inconsistent with how they act in the rest of the story?
Maybe the problem is that you really like the idea of pairing these characters together. In that case, maybe you should set aside these two characters for a different story - one in which the romance can be explored in greater detail. You can then tweak the characters in your short story without feeling like you lost a great opportunity for a love story.
Whatever you do, don't be afraid to change your characters if it is necessary for the sake of the story.
Side Note: Role-Playing and "My Guy Syndrome"
This situations reminds me of what is referred to as My Guy Syndrome in the Tabletop Role-Playing world. In short, its a situation where a player prioritizes preserving their character concept over the group's enjoyment.
Having role-played for several decades, I've certainly encountered situations where the action that made the most sense for my given character was at odds with the action best for ensuring the story progresses properly. Early in my role-playing years, had several situations in which I decided the character had to split from the rest of the party and go their own way; I've since learned to improvise rationales as to why the character might be compelled to go against his natural inclinations. In one instance, this approach actually enriched my character. It lead to my Paladin character being more pragmatic, nuanced, and internally conflicted than the stereotypical holier-than-thou crusader.
I've also had situations where my character didn't quite fit the setting or genre of the game. In particular, I created a series of characters for Shadowrun that just didn't pan out. For those unfamiliar, it's a cyberpunk world where the protagonists are (typically) guns-for-hire. The problem is that I am a fan of heroic characters with noble intentions and moral fortitude; such characters don't have what it takes for the mercenary world of Shadowrunning, though. I honestly wasn't able to enjoy the game until I created a character who was less idealistic and more willing to do what was asked of her in order to accomplish her own goals.
The take-away: no matter how much you like a given character, you can only do so much to accommodate them. If they aren't a proper fit for the story you wish to tell, they need to change.