United won 2-0 on the day, with Romero sent off before the half-hour mark.
Frank said afterwards: "I think the first 30 minutes were a good away performance at a difficult place against a team with confidence in them and flow. Then after the red card, I am very proud of the players. The resilience, staying in the game mentality, still being a threat at times trying to create something.
"Very proud of them. Then, of course we just made the three offensive subs and then we concede the second. I think the last 60/70 minutes, we were playing with 10 men. They put everything into it. Very proud of the fans. You could hear them loud throughout the game."
On the dismissal, Frank said: "It can always happen, of course. You can play 10 against 11. Of course, that was the area that got a little bit exposed.
"Cristian first and foremost, there is no intention to do the follow through and get a red. He clearly goes for the ball. Unfortunately, the way the rules are, it becomes a red. Cristian apologised to his team-mates in the dressing room.
"It is, but it is what it is. We need to deal with it. I think a big area we've been working hard on is the resilience. We didn't get the result out of it today, but what they showed out there on the pitch today, the players, was incredible. We need to focus on Newcastle on Tuesday night.
"Just focus on the next game. That is Newcastle on Tuesday night."