I don't think he has a crush on her. Sure he could have the whole "Gee, you're pretty" little kid crush, but like Psychic Master said, they were probably just friends. On Pokemon everyone becomes friends with everybody else, so I'm sure the group got pretty attached to Misty. And I'm sure none of them wanted Max to leave, the dubbing just decided it would be Max to vocalize that point. If they had made Ash do it, everyone would've said Ash loves Misty (which they already do, I know lol). If Brock had said it, they would've done the same thing, and I don't know about May lol.
So, sure Max could have a little kid, "puppy love" crush, but it really doesn't mean a whole lot and I highly doubt it's going to effect the show in the long run.^^