The medievals romanticized (with good reason) Ancient Egypt.
Americans go for two specific time periods--the Wild, Wild West but also, interestingly enough (since it isn't as far removed in time), the 1930s-1940s. (Regarding the latter, so do the English, as Branagh's lush Death on the Nile illustrates.)
Regarding the Gothic, Ancient Egypt, and Wild West, a great deal of the appeal appears to lie in re-imagining those time periods not only visually but culturally. Part of the fascination with Ancient Egypt for medievals was the mystery of hieroglyphs, the belief that they held within them secrets of the universe--rather than, as they in fact do, statements such as, "Don't forget to do the washing."
We always like to imagine that other cultures didn't leave each other messages about laundry.
What is fascinating about the 1930s-1940s is that it belongs more to the "gritty" tradition. People left each other messages about laundry! Laundry containing money! And dead bodies!
Rather than being a holder of secrets, the 1930s to 1940s, in and of itself, delivers a romantic "look."Both Lois and Clark and Castle did "historical" episodes in which the main characters appear as subjects in a unsolved mystery case from years past. In both, the location is a night club with gangsters and diamonds.
In both, the look--all by itself--is intensely glamorous.
In sum, Casablanca is the romance Americans go back to.