Vestitor:Ŝi ja volas iri al la bulo = she does want to go to the ball.

FYI a bulo is literally a ball of a substance in Esperanto, a ball of something you can mold or shape or form.

Ha yes, I meant balo.

I too think we're talking about different structures, even though English grammar conflates them by using the auxiliary verb to stand for a whole clause minus its subject.

I don't know about Italian or French, though I'd be surprised if they diverged significantly from other Romance languages in this regard. As nornen explained, in Spanish, you can use the negative adverb no with a subject (it doesn't really matter whether it's a pronoun, a noun or a more complex structure; pronouns are less special grammatically than in English, because the inflection of the verb usually does part of their job) only when the subject itself is what you're negating, normally in contrast with another subject. You can't do that to negate a whole clause, because there'd be nothing standing for it, and the inclusion of the subject (not required by grammar, unlike in English) would strongly imply that it's relevant; i.e., that what you're denying would be true if said of some other particular subject.

Nevertheless, it should be noted the original question was not whether he loves that, but why. This case would be even more confusing, as a native Spanish (or Portuguese) speaker wouldn't be sure at all what you're denying, and might even surmise you mean, 'I refuse to answer that question':

---¿Por qué adora [él] eso? (Why does he love that?)

The shortest answer with the intended meaning, even colloquially, that would be clear and idiomatic, rather than puzzling the listener, is

---No lo adora. (He doesn't [love it].)

On second thought, you can save a whopping syllable in Esperanto by saying, "Li ne amas ĝin", instead of "Li ne amas tion"

Unlike does in English, there's nothing in Spanish to capture the meaning of 'loving that', so you can't leave out lo adora without rendering your answer very confusing. Note you can't really leave out lo, either:

---No adora. (He doesn't love.)

What doesn't he love? You'd be strongly implying he doesn't love anything at all, more or less as if he's vowed not to love anything ever. The point would be missed entirely.