It doesn't imply romantic relationship per se, but it conveys an intense feeling. If a man said that to a woman (and they are rather casual friends), she'll definitely wonder (and most likely ask) why. Also, I would say it's not really used among men who are about the same age, unless they're absolute best friends (maybe).
It's often used in plural for family and friends: "tengo muchas ganas de verlos". That way also helps avoiding misunderstandings or awkward situations.
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