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Bah! I hate that damn line from girls!!

I really haven't found a way around it. I don't want to be too pushy about it, because then 'You're stepping over my boundaries'. The best response I have come up with is, "I see what you're doing - you're leaving something for us to do on date #2

"
If a girl LMR's with no first date kissing, is it worth it to try and keep going for it? Or just get to the 2nd date quick?

If that line is continually sparking you probably haven't escalated properly. The kiss is "coming out of nowhere" essentially.
The tip is, BEFORE going for the kiss, you want to have escalated - by getting close, putting your arm around her waist, talking right into her ear, caressing her face etc. Usually before I go in for the kiss when I'm talking into her ear my lips would have touched her ear or neck. She's already ANTICIPATING the kiss.
Ensure that there's a gradual buildup. If you get SIGNIFICANT resistance then you already know that the kiss isn't on. If you don't get significant resistance, then get close to her face, look her in the eye, get a little closer, STOP, build some tension, then go for the kiss.