One instance we see of Romeo sounding pessimistic is towards the end of the balcony scene as they are preparing to part for the night until Romeo can send her word tomorrow about wedding plans. One thing he says is that he is afraid the whole night has been a dream, as we see in his lines:
O blessed, blessed night! I am afeard,
Being in night, all this is but a dream,
Too flattering-sweet to be substantial. (II.ii.145-147)
The reason he feels this way is that he has recently been very hurt by love through Rosaline. Rosaline's rejection broke his heart, so he now finds it very difficult to believe that love is being good to him now. He finds it hard to believe that Juliet actually reciprocates his love. However, he is not really feeling pessimistic about their separation. He has plans and has promised to send her word tomorrow about their wedding plans.
Later, while waiting with Friar Laurence for Juliet to arrive at the alter, Romeo acknowledges the fact that some grievous times may follow their marriage. Once they are married, they will have to announce it to their families, and their families may go up in arms over the matter, which would separate the couple until peace can be established. However, while Romeo acknowledges this possibility, he says that no sorrows can overthrow the joy he will experience at just marrying Juliet, making her his own, as we see in his lines:
But what sorrow can,
It cannot countervail the exchange of joy
That one short minute gives me in her sight. (II.vi.3-5)
Therefore, since Romeo's view is that the happiness he'll experience at just having married her is enough for him, despite any future troubles, we can say that he is actually not feeling pessimistic about their separation, but actually feeling very optimistic about their union.
Hence, while Romeo does express pessimism in believing his good fortune, his feelings of pessimism are quickly overridden by his feelings of happiness that stem from the prospect of their marriage.
It was because they knew that they wouldn't be able to stay together for long. Romeo was aware of the consequences, but he all wanted to do was wed Juliet