(inspired by Camilla's blog at http://www.camillabartley.com/journal/)
For romance, yes. I will be the first to say there are some fabulous love stories out there without it -- Remains of the Day, where the female lead decides to stay with her husband, with whom she is not in love, for the sake of their unborn grandchild, rather than return to the love of her life and the house they both loved. Mary Canon's historical O'Hara saga (I'm jumping in the wayback machine here) where the first book ends with the male and female leads forced to go their separate ways, never to see each other until his deathbed nearly twenty years later. I still get choked up over his final words to her, "We had some times, didn't we, girl?" and sobbing myself, because yes, they did, and though separated, loved each other to the last. One of my favorite Angela Elwell Hunt historicals (CBA fiction, not marketed as romance) has a love story between an Egyptian queen and a slave, which because of class, can never be. Romantic? Yes. Romances? No.
There is a difference. In fact, one of the reasons I chose romance as my genre was the absolute delight I take in seeing if I can take some of those devices used in stories such as the above, but have it work out so that the hero and heroine do get their HEA. To me, the HEA is, at its very best, like climbing Mt. Everest. Yes, they've been through hell and high water, and dash it all, come out together and on top. I want to feel the pull of the pain h/h feel at the prospect that things may not end well, and the joy when it does.
This does not, however, mean that everything is wrapped in a neat shiny bow; I like a little more grit than that. I'm fine with beloved secondary characters taking a dirt nap, the family estate going bust or burning down, our h/h being on the losing side of a war. Starting fresh in a new place can be HEA as well. What it all boils down to, for me, is that the h/h's union is greater than anything else that may have been lost. Not that the other things don't count, but that with their beloved in their lives, they can handle it. Those are the books I sigh over as I hug them after closing the last chapter. The books I love to write. In short, for me, the best HEAs have a cost attatched. How high the price would depend on each individual couple and their own mountain to climb.