I often hesitate to link Metal directly to Romanticism, primarily because most of the British Romantics I know (early Coleridge and Wordsworth, Byron, Shelley, even Keats) were "liberals", whose opinions on many things I fiercely disagree with. However, in terms of the perspectives on art, primarily poetic and prosaic literature, I would class even myself as "a Romantic". I can certainly see links between Metal and Gothic/Dark Romantic literature, mostly in the use of horror, terror, fear etc. as primary sources of inspiration, or even subject matter.
People have too little respect for the Graveyard Poets, whose works would almost certainly be called "Romantic", if Paradise Lost can be considered as such.