I was gonna call it a romantic fantasy, but after reading the below, I guess I can't:
According to the Romance Writers of America, the main plot of a romance novel must revolve around the two people as they develop romantic love for each other and work to build a relationship together. Both the conflict and the climax of the novel should be directly related to that core theme of developing a romantic relationship although the novel can also contain subplots that do not specifically relate to the main characters' romantic love. Furthermore, a romance novel must have an "emotionally satisfying and optimistic ending." Others, including Leslie Gelbman, a president of the Berkley Group, define the genre more simply, stating only that a romance must make the "romantic relationship between the hero and the heroine ... the core of the book." In general, romance novels reward characters who are good people and penalize those who are evil, and a couple who fights for and believes in their relationship will likely be rewarded with unconditional love. Bestselling author Nora Roberts sums up the genre, saying "The books are about the celebration of falling in love and emotion and commitment, and all of those things we really want." Women's fiction (including chick lit) is not directly a subcategory of the romance novel genre, because in women's fiction the heroine's relationship with her family or friends may be equally as important as her relationship with the hero.Some romance novel authors and readers believe the genre has additional restrictions, from plot considerations such as the protagonists meeting early on in the story, to avoiding themes such as adultery. Other disagreements have centered on the firm requirement for a happy ending, or the place of same-sex relationships within the genre. Some readers admit stories without a happy ending, if the focus of the story is on the romantic love between the two main characters (e.g. Romeo and Juliet). Others believe the definition should be more strictly worded to include only heterosexual pairing. While the majority of romance novels meet the stricter criteria, there are also many books that are widely considered to be romance novels that deviate from these rules. Therefore, the general definition, as embraced by the RWA and publishers, includes only the focus on a developing romantic relationship and an optimistic ending.
So according to this, Cutthroat Heroes does not fit into the romance catagory. It'll just be a comedy fantasy. Hmph.