If nothing else, Daisy Buchanan is one of life's romantics. Her affair with Gatsby, which is destined never to go anywhere, is a prime example of her romantic attitude to life. To some extent, it's part of her nature; in other respects, it represents a need to escape from the world of the idle rich, which she finds rather boring from time to time.
A further example of Daisy's romanticism can be seen early on in the story, when Daisy focuses her attention upon a little bird on the lawn. She says that she looked outdoors and that it was very romantic out there. There was a bird on the lawn that Daisy figures must've been a nightingale.
She then proceeds to construct a fanciful backstory, according to which the bird came over to the United States on an ocean liner, on either the Cunard or White Star Line. This is a very romantic story indeed, which in this context means that Daisy's using her rather vivid imagination.
Apparently, the nightingale's still singing away, which Daisy regards as—you've guessed it—romantic. She tries to get Tom to acknowledge the romanticism of the bird's signing. But although he does indeed say it's very romantic, it's clear from his miserable expression that he doesn't really mean it. Unlike his wife, there's not a trace of romanticism in Tom Buchanan.