It depends on the context of the romantic interaction, I think. I am comfortable with small gestures, holding hands, hugs, etc. In the 'right' relationship between characters I am able to enjoy watching them develop in this way. In terms of more intense physical intimacy, I definitely struggle to watch anything 'heavier' than kissing. Even making out makes me uncomfortable most of the time. Under specific circumstances, mostly depending on my investment in the characters and plot, I can be okay with scenes like that, but its entirely up to the film.
Honestly, I know a number of sexual people who are uncomfortable watching physical intimacy in movies, so this is no definite indicator for anyone. I am the worst person in the world when it comes to second-hand embarrassment, and I know that is the case for a few friends of mine as well. This trickles into my media enjoyment, because I am physically uncomfortable watching characters do things that I would not want to do, or be caught doing. I agree with a lot of above posts, in that gratuitous sex and romance, particularly when it undermines a character or plot point, also bother me on a higher level than it might for others.
In your husband's case, romance stories may simply not be the kind of thing he enjoys. He may value the romantic relationships that he has/had, but could just have no desire to watch or experience anyone else's. Sometimes, like with my second-hand embarrassment thing, it can be hard to articulate these feelings and personal interests, so he may simplify it down to deriving more enjoyment from intellectually stimulating material like documentaries. If you have a problem with the way he views your entertainment choices, it would be a good idea to talk to him about it. (Unsolicited advice, take it or leave it) Your husband would be far from the first person who has difficulty articulating their interests or communicating their discomfort with genres of film.