To have any chance of dating one of the women, you must complete the telephone club mini-game. So, first, you need to pass the one button QTE that occurs when they call. Then you progress onto the conversation, which is a shooting gallery.
While it may seem surprising, Yakuza: Like a Dragon has six different romance options that you can pursue. Most of these romance options have a reward, but there's also a big bonus that you'll get from dating them all.