In the case of the use of "romance" in Saki's "The Open Window", it is confusing to many readers given the limited understanding of the word romance.
Typically, romance is defined as a love between two people or in describing a passionate relationship depicted in movies or texts. Not many people think about or know the use of the word "romance" as Saki uses it in the story.
The use of the line "romance at short notice" often confuses a reader who has limited knowledge of the different meanings of romance. Here, it is not speaking about love in any way at all.
Instead, the use of the word "Romance" is used in the following way: the telling of romantic lies (exaggerated).
Therefore, Vera was very gifted at telling lies at short notice. This supports the manipulative characterization set up by Saki throughout the story.