I would say that one reason why Hegel's connection with German Romanticism is so important is because of its dialectical process.  The manner of which Hegel constructs all thought and being in terms of the dialectical process and methodology is what ends up defining so much of modern philosophical thought.  Its connection to Romanticism to Romanticism is reflective of how Hegel wanted individuals to view themselves, connected to something larger and understanding their role in this dynamic.  It is Romantic in nature because the dialectical process simultaneously embraces individualism, but also stresses how human beings are to fit into a larger dynamic and configuration.  This helped to change people's thinking and behavior because it helped individuals to embrace both their own individuality and also understand how they are part of something larger.  When Hegel's student, Karl Marx, ends up taking the dialectical process and applying a materialist edge to it that ends up indicting how wealth and power has underscored history, this ends up transforming forever how individuals view themselves and those in the position of power.  The spirit of questioning and freedom of thought that the dialectic prompts represents some of the most important elements towards how Hegel's Romanticism impacted the way people thoughts and perceived themselves and their world.