This does not mean one should play Bach in a romantic way, but the contrasts should be perceptible.
Out of curiosity, what is meant by "romantic"? I have asked my teachers about the performance of Bach, before scholarship into the issue, and they have said that Bach was performed "romantically", including the doubling of notes not originally written, extreme rubato beyond what is tasteful musically, etc. Is this what you mean?
I imagine Bach's instuments also played in high, cool, echoey rooms. Also I believe he had access to many types of keyboard instruments, presumably each having different qualities and sonorities.