I don't think Kamijo is romantic at all.

He's said he feels clumsy about those things, and, just, a lot of the things he says and the way he looks and acts when he's offstage is SO unromantic and inelegant. I get a strong feeling that the best way to describe him is "actor." I think a big reason why he puts on such an elegant and romantic act for his stage persona is that he'd like to be a gentleman, but it doesn't come naturally to him and he feels like he can't match that ideal IRL, so instead he plays the role onstage.
The name of the ongoing column was NOT "sex wine and women," but actually "Tanbi Eroticism", or "Aestheticism Eroticism". Kamijo said in the first column that the theme of this column would be "wine, women, and tobacco." (it's a little different) He probably did it just for the sake of getting everybody's attention, because he put it in BIG letters and then proceeded to never talk about any of those things in that or any future Tanbi column. (LOL) That infamous first Tanbi was actually about romantic scenes in movies, and how when his parents would watch movies on TV when he was little, he would get embarrassed by the scenes. In later columns, he wrote about stuff like how he grew a beard, dyed it blond, and found when it was time to shave it off that somehow the blond parts were harder to shave than his ordinary black beard, and he made a such a mess, with blood everywhere, that he looked like a horror movie. Or going to a game center, playing racing games, and getting his butt kicked in the game by schoolchildren. Or going to Vienna for the "Scream" shoots and having to move the "Grand Pain" video location because sea turtles were laying their eggs on the beach.
To tell the truth, I was really shocked by the way Kamijo introduced that first Tanbi too. Even now it's still hard for me to read long interviews and columns in Japanese so I often don't bother, but when Tanbi was running I faithfully read every column
just in case Kamijo would live up to the promise of that "wine women and tobacco" thing and say something scandalous, and he never did... (LOL) Actually it's well known that Kamijo hardly drinks, and we've seen it for ourselves because Lareine has done a number of events at which they and fans can meet and drink together, and although alcohol is available he always sticks to soft drinks. So I'd be careful about taking things out of context; unless you can read the entire interview, don't jump to conclusions from just a few words.