Romanticism was broader than music, and involved in each of these a recognition that they had surpassed their ancestors and an attempt to claim succession from and ownership of tradition.
Chopin was a Romantic, but he simply didn't need the external sources of fiction by Goethe, Byron, Dante, etc. the others seemed to rely on. He had his own reality and pain to cope with:
1) what was happening to his country
2) being diagnosed by 3 different doctors as either 1) already dead, 2) dying, or 3) going to die
3) other concerns that are irrelevant in the context of this thread
Is it any wonder that the Poet of all poets raises the question: "What is the meaning of death, what is the meaning of loss?" and writes a poem about it in four parts? Dealing with that problem makes life worth living for, and you come out as a better and stronger person. That's the experience the audience is waiting for whenever somebody programs this sonata, and not an exercise in technique, tonal shades, and structural logic in an obsolete form of strictly abstract musical content. He must have been very disappointed that those who claimed to be looking "right" did not see, and those who claimed to be listening "right" did not hear.