Finale spoiler: Why Romeo HAD to...
SPOILER...
In terms of the "fantastical" side of this series, which Romeo represents (he's a Quasimodo archetype), I felt it made sense that he HAD to kill Bryan in the end:
Romeo didn't do this out of malice, but in the grander picture, he knew Bryan was a dead man walking (he had been expected to die in Afghanistan), and I believe there was a strong chance Bryan would have gone back to Claire. She gave him her cut-off ponytail, and his discovery of it I think implied that he may have been thinking about going back to her, before Romeo showed up to confront him.
Claire was most likely the victim of abuse by her brother when they were children, but now things were reversed where she was manipulating Bryan as both revenge and to fulfill her emotional needs. Yet Bryan remained in the worst kind of unrequited love. They were both trapped. (In a way, you could consider that Claire unintentionally manipulated Romeo by telling him he was the hero of this story.)
Overall, it was like a melodramatic ballet story, where the knight vanquishes the darkness that had overtaken two lovers who couldn't ever be together, freeing the both of them. (The source of this darkness was Bryan, and it had infected Claire.)
This was a bit on-the-nose, definitely, especially with Bryan dying on a literal stage, but I think the writing earned it.
Had F&B continued into a second season, it'd be interesting to see how the writers would reconcile this fantasy vs. real-world theme in Claire's life with regard to Romeo -- how the consequences of Bryan's murder would have played out. But as a one-season story, I think it works.