Well there's two different types of chocolate with very different meanings behind them that girls and women give out on Valentines Day in Japan. There's honmei which is solely meant for their romantic partner or object of romantic affection (their crush), and giri (also called obligation chocolate) which is for any male friends or family.
So I assume if you choose not to romance any of the girls in the game, they just give Yu the "giri" type of chocolate.
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