"Romance," as a genre, is not the same thing as "fiction where two people fall in love." "Christian fiction," as a genre, is not the same thing as "fiction where the protagonist is a Christian clergybeing." "Western," as a genre, is not the same thing as "fiction set west of the Mississippi and before the First World War," nor even "fiction set west of the Rockies and before the turn of the 20th century." I could write you a science fiction story wherein a Christian clergybeing falls in love west of the Rockies, before the turn of the 20th century. I'm not going to, because I have a lot of other stuff to do today, but I could. Or a fantasy story. Or a mystery...do you see the point here?
It's not that I think they should have bought my story, because clearly they didn't think it was right for their magazine, and these things happen. I just really, really hate being told so definitively what genre a story falls into by someone who has clearly read very little, if anything, in that genre. We seek quality rejection slips here, people.