The only romance books I read are of the paranormal variety and I have yet to come across one that didn’t have a HEA ending. It’s extremely rare for a para series to stick with the same couple for more than one book. Sure, some characters may make cameo appearances in each new installment but once their story has been “told”, chances are they will never be front-and-center again. I’ll be honest, if the day comes when I do happen to pick-up a PNR novel and it doesn’t end with a HEA, I’ll be seriously disappointed. Sometimes books get shelved under the wrong genre so it has happened that I’ve started a book thinking it was paranormal romance only to discover that it’s actually Urban Fantasy. But, once I make the mental switch in my head, I have no difficulty adjusting to the fact that my current read most likely will not end as I’d originally expected.
Although admittedly, I did read the FIFTY SHADES OF GREY trilogy and plan on continuing the CROSSFIRE series when the fourth novel comes out, and both of these romance series’ HEAs are stretched out over several books. And, even though the happily-ever-after isn’t immediate I still consider both of these to be romance because I know that the authors are still heading in that direction and will get there… eventually. It’s not like in Urban Fantasy when you sometimes have absolutely no idea whether the heroine is going to even survive let alone get a HEA. So yes, I think a romance book should still be considered as such even if it doesn’t have a traditional ending.