It's not "unclear" at all. George Romney was born a US citizen to US citizen parents living in Mexico. He didn't need to be "naturalized". George Romney ran for, and was eligible to become the US President.
Actually, there were questions at the time that George Romney ran for president but he dropped out early in the race so nothing was persued.
So, by your thinking this applies to anchor babies, as well. Let's see how that works -
George RomneyJorge Anchorbaby was born a US Mexican citizen to US Mexican citizen parents living in Mexico the US. He didn't need to be "naturalized".... Woo Hoo!!!! All those anchor babies are Mexican citizens so let's ship 'em back. Whew, problem solved. No government perks to Mexican citizens!!!