The only genre requirement for Romance is that it has a Happy Ever After (or happy for now). If your story ends sad, it isn't Romance.
It may have romantic elements, it just isn't romance. In publishing, it's considered "respecting your reader" by sticking to the genre conventions. Readers are supposed to be able to trust writers to stick to the right genre.
So maybe you will find more of what you're looking for in Drama (or romantic drama depending on how ppl classify their story)