I'm not sure George Romney was a US Citizen after all.

[JDPriestly]

27. Citizens born abroad are people who have one parent who is an American citizen

and who apply to establish their citizenship. For our children born abroad, we went to the US embassy and obtained special birth certificates for US citizens born abroad.

That is what is done today. I don't know how it worked in George Romney's time, but you have a point. It may be that he should have become a naturalized citizen. It may be that his parents born in Utah automatically became citizens when Utah became a state (just like all other people born and living in Utah).

21 was the most likely the age you became an adult back then, so George Romney's mother could have become a citizen when his mother who was only 20 when Utah became a state (depending on the month) turned 20.

It's complicated and we don't know the law in force at that time (which may have been far more inclusive considering the amount of immigration that was encouraged then) or all the facts about Romney's family. But it is possible that George Romney was not a citizen, not likely in my view, but possible.