Romeo

Romaeus has nothing to do with being a pilgrim to Rome, at least in an etymological or literal sense. After all, the Latin word for pilgrim is 'peregrinus' (also compare the related word 'peregrinator'):

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• https://en.wiktionary.org/wiki/peregrinus#Noun (in English)
• https://en.wiktionary.org/wiki/peregrinator#Latin (in English)

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What's more, there are few dictionary words (noun, verb or adjective) in Latin that start with Rom-... and Romaeus is *not* one of them!

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• http://www.perseus.tufts.edu/hopper/resolveform?type=start&lookup=rom&lang=la (in English; there are only 8 such words)

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This indicates that Romaeus is not a genuine Latin word or name. It must instead be of Greek origin, in which case it is of course latinized. I looked into this and it turns out that Ῥωμαῖος (Rhomaios) was a given name in ancient Greece:

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• Rhomaios at Trismegistos: https://www.trismegistos.org/name/11881 (in English; also click on "Attestations by century", which shows that the name was used in the centuries BC)
• Rhomaios at the Lexicon of Greek Personal Names (LGPN): http://clas-lgpn2.classics.ox.ac.uk/cgi-bin/lgpn_search.cgi?namenoaccents=%CE%A1%CF%89%CE%BC%CE%B1%CE%B9%CE%BF%CF%82 (in English)
• see the entry for Rhomaios at Pavlos' Etymologica: http://web.archive.org/web/20120325073657/http://www.etymologica.com/page22.htm (in English)

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It must be derived from the Greek word Ῥωμαῖος (Rhomaios), which can be an adjective meaning "of Rome, Roman" as well as be a noun meaning "Roman". In other words: it is basically the Greek equivalent of the Latin word and name Romanus.

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• http://www.perseus.tufts.edu/hopper/morph?l=*(rwmai%3Dos&la=greek&can=*(rwmai%3Dos (in English)
• https://en.wiktionary.org/wiki/%E1%BF%AC%CF%89%CE%BC%CE%B1%E1%BF%96%CE%BF%CF%82#Ancient_Greek (in English)
• https://lsj.gr/wiki/%E1%BF%AC%CF%89%CE%BC%CE%B1%E1%BF%96%CE%BF%CF%82 (in English)

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However, a derivation from the Greek noun ῥώμη (rhome) meaning "bodily strength, might" might also be possible in some cases:

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• http://www.perseus.tufts.edu/hopper/morph?l=r(w%2Fmh&la=greek&can=r(w%2Fmh (in English)
• https://en.wiktionary.org/wiki/%E1%BF%A5%CF%8E%CE%BC%CE%B7 (in English)
• https://lsj.gr/wiki/%E1%BF%A5%CF%8E%CE%BC%CE%B7 (in English)

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All in all: Romaeus is ultimately of Greek origin. One could consider it to be a Greco-Roman name in the same way that Atticus is. As such, the usage of "Ancient Greek (Latinized)" or at the very least "Late Greek (Latinized)" should be added to the entry for Romaeus.

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P.S.: note that the correct transcription of the name really is Rhomaios. Only the modern Greek form is transcribed as Romaios.

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[noted -ed]

You shouldn't criticize people based on an impulsive, fictional character created by a guy who may/ or may not exist
Just saying...