We need clearly to distinguish between, on the one hand, the "psychotherapeutic" aspects of spirituality and religion; and, on the other hand, participation.
Romantic Christianity is primarily and essentially about participation, not pleasure or therapy.
(Although Romanticism without Christianity usually devolves into pleasure-seeking and/or therapy.)
Therapy focuses on emotions and feelings; while participation is a fact about reality.
Participation is the fact that we are involved-with reality; including that our "inner life" is involved with reality.
In other words; we are not separate from reality, we are not cut-off from reality, even in our innermost thinking and feeling - even though most modern people feel that they are cut-off; even though we wrongly believe that we are observers rather than participants in "the universe".
So, participation means that we Just-Are (like it or not, know it or not, want it or not) participants in divine creation.
The felt-need of Romanticism is to be aware that we are participants in reality.
Thus, Romanticism is a good impulse for Christians - it is spiritually positive - because it is the aspiration to become more spiritually-developed, more God-like in our consciousness of reality.
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Psychotherapy is not only distinguishable from Romanticism, but also the two can be separated and dissociated; so that we can have one without the other: we can have therapy without participation, and participation without therapy.
Obviously, there can be therapy without participation - and this is the normal, mainstream and dominant form of therapy in modern Western civilization.
(It is also what historically happened to Romanticism when it rejected Christianity - we got the pleasure-seeking of Byron instead of the participation-seeking of Coleridge; and a century later, we got the therapeutic intent of Jung instead of the participation-seeking of Steiner and Barfield.)
For instance, people can be made to feel happier or less-miserable, by distraction from reality (as by the mass and social media), or by suppression of awareness (by inner-materialism and bureaucracy).
Distraction-from and suppression-of awareness of the fact of participation both diminish participation and are anti-Romantic.
And there can be participation without therapy.
This happens when recognition of our involvement with reality makes us feel more miserable here-and-now.
This might be through a recognition of evil in our situation; or by recognizing the tragic quality of a life that ends with death (tragic even when death has "lost its sting" from resurrection); and of a mortal earthly world of endemic degeneration, disease, and loss.
In sum; Romanticism is not some form of pleasure-seeking; but is instead a recognition of the benefits, indeed I would say necessity, of consciously recognizing the fact of our continuing-participation in God's created reality.