As I understand it, the Romantics emphasized emotions, in opposition to Newtonian mechanism and rationalism. There's some overlap between Lovecraftian cosmicism and Romanticism, in that cosmicists, existentialists, and other pessimists posit the horror of confronting nature.

But the underlying issue is how we should think philosophically about the upshot of scientific models. Newtonian, mechanistic, optimistic deism is old hat in science, so we need to work from the full scientific picture that includes chaos, black holes, quantum mechanics, and so on.