What W was alluding to is what is depicted in movies like ‘Patton’ and ‘Master and Commander - Far side of the World’.
And that only highlights his own lack of understanding!
Taken in context, it’s pretty clear he meant romance as in the classical meaning. That being adventure, defending the chivalric ideal and such.
But of course, in modern parlance, all romance has to do with is who’s sticking what into whom in a sexually explicit manner. And all idealism is foolishness and jingoistic.