Since I am a boxing fan (apparent by my avatar), I think the best analogy for Romo is like the brawling boxer than only knows how to fight going forward but doesn't have any defense. Even when the fight is literally won in the final round and all the boxer has to do is not get knocked out and he wins, the boxer still presses forward. That style will get you some wins by knockout, but will also get you some losses by knockout. You will win fights like that against tomato cans, but when you fight someone that knows when to hold them and when to throw them, when to bob and weave and when to jab, when to protect yourself and when to go for the kill, you will get knocked out.
This is Romo. All he knows how to do is fight going forward. He's going to keep going forward even if the game is literally won. Today he tried it, and got wobbled badly. Instead of covering up, he still kept coming forward, until he eventually got his self knocked out and lost the game.