I'm... not going to look at what the hell is going with the other replies? I'm just more interested in answering the question:
Hmm... Let's see, think of it like watching your friends and loved ones finding love IRL. They find someone they like, or have potential chemistry with, they get close to each other, and eventually start dating. You're there like, "woah!! I'm so happy for them!!". So like, think of that but your friends are the characters in a romance story, and you don't know them you're just a third party they're unaware of.
I think that's why most people like reading Romance. It's watching the journey of characters you grew to love finding happiness for themselves.
(This doesn't take into account shipping by the way, since you can be into romance stories but not be much into shipping, it's a whoooole 'nother beast.)