We need to be very careful about the way in which we use the word "romantic." If you are refering to romantic in the way that we refer to some films today as romantic, then we definitely cannot say that this poem is a romantic love poem. If, however, you are refering to Romanticism, the literary movement that is characterised by a move away from rationalism towards intution and the beauty of nature, then we can definitely say that this is a Romantic poem.
Even though the speaker describes himself as a "lover" in this poem, it is important to remember thatwhat is key in our understanding of Lucy and the speaker is the role of intuition. This is something that takes centre stage in this poem as the speaker has a sudden gut-feeling that Lucy might have died as he travels at night. Looking at this poem in isolation might cause us to believe that it is a romantic poem, but thinking about the role of Lucy in other poems by Wordsworth, we can say that Lucy to Wordsworth represents a symbol of innocence and humanity's closeness with nature, that is somehow ruptured and lost with her death. Thus this is not a romantic poem in the way that we might think of it today. This poem concerns the way in which intuition is valued over fact and also the close relationship that Wordsworth feels we should have with nature.