How can martin be a romantist at heart, given that there are never any happy times in a song of ice and fire, that lasts more than a chapter before getting drowned in misery and death?

Because Romantic and romantic don’t mean the same thing. The Romantic movement of the first half of the 19th century (

think Byron, think Mary Shelly, think Coleridge, think the Bronte sisters) loved it some misery and death as long as said misery and death was appropriately extra, melodramatic, and over-the-top, because the point was achieving emotional instensity and extremes. Thus, as I’ve said before, GRRM plumbs the depths of “misery and death” so that the “happy times” are that more intense. 

Moreover, I want to point out that the idea that “romantic” stories should involve happy endings is pretty damn new in the historical scheme of things. Coming out of the tradition of chivalric romance – where the point was about the purity and intensity of longing *from afar* not its consummation, which threatened the social order and had to be punished with a tragic end – a lot of the classic romances are cases of “star-crossed” love, whether we’re thinking about Guinevere and Lancelot, Tristan and Isolde, or Romeo and Juliet.