Romantic is more often than not a state of mind rather than a place. Sure there are lots of beautiful places in the world one could go to in order to propose.
However most people want to choose a place that (means something) special or is unique to their relationship. (ie: Where they met, the first place they went out to dinner, a picnic at their favorite park,or on a special holiday such as New Year's Eve, Valentines...etc) These locations or dates are easy to visit or connect to. Where as getting engaged while on some tropical island or in another country you may not revisit for many years to come creates a sort of emotional distance to the event.
Some people make a special candlelight dinner at home or serve their mate breakfast in bed...etc Remember (how) you propose is just as important if not more so than (where) you propose.