Good question. It relates to the ultimate dialectic running through ideas around here, and this is a dialectic that is completely Nietzschean.
First of all, however, bear in mind that the 'philosophy' of ANUS is not some logically consistent set of propositions that have been worked through to root out any and all contradictions. It's a body of thoughts authored by someone who sees value in a range of cultural ideas (traditionalism, romanticism, post-modernism (nihilism)) and who no doubt changed as a person along with his ideas. (i've read he began as a Marxist, for example).
Now, Nihilism, as employed here, (active nihilism), is like you say a rooting out of human distortions of reality, presumably to get as close to 'the thing in-itself' as much as is possibly for an evolved organism that has happened to develop the cognitive capacity to become conscious of itself and its place in the grid.
Romanticism is also much like you say, the cultivation of the emotions: imagination, fantasy and creativity. Why? To invigorate the will in the face of the emphasis of the enlightenment on cold rationality.
For Nietzsche, the need to cultivate the will was
in response to nihilism (or modern science 'killing God'). Art, such as Wagner's epic operas, was a kind of dialectic response by nature itself (manifested through human beings) to modern science killing the will (meaning). This smells 'offesnsively Hegelian', even to Nietzsche himself as he analysed his own writings in Ecco Homo, but this 'hegelianism' or dialectic focus seems to be an important part of his though nonetheless.
For ANUS, something similiar is going on but it's not as philosophical (dialectic). I would imagine that cultivation of the will and meaning (romanticism) is thought of as simply a necessary human endeavor because without purpose we sink into
homo americanos with no higher persuits than shopping, or worse, we end it all. But this isn't a metaphysical response to nihilism, or the effort of 'the will' (what ever that might be) to rejuvinate itself in the face of the void. It is a merely human response to nihilism: but a nihilism that is self-imposed.
Why self-imposed? Because ANUS has very 'modernist' goals: the breaking down, or transcending, of modern values (it simply wants to 'go back' after this breaking down, while most modernists want to 'to forward'). Why does it have these goals? Because it views modern values are lacking, on environmental, social and aesthetic grounds. Nihilism is the enterprise of making people see the values they inheret from their culture are in no way absolute, and can be changed. Romanticism is the act of creating meaning again after this self-imposed/politically motivated 'revaluation of all values'.
Also, the actual values that actual people
in the romantic period espoused happened to be politically favoured by the author in question (nationalism, localism, etc).
You can put traditionalism in the same basket as romanticism here. All the traditionalist fanboys who have increasingly come in around here don't seem to realise that traditionalism is valued on environmental, social and aestheic grounds, and not so much on ontological grounds!
Nihilism makes no sense if values are logically rooted in some archaic conception of reality. There is a conflict in the enterprise of viewing all values as human impositions on the world on the one hand, and on the other holding a metaphysical essentialist view of things where values flow deductively from ontology. The message around here
used to be: It's all relative, mate, now you
choose which values you think are better after this realisation.