The only romantic part of Leon: The Professional's life was watching a romantic movie, and he always watched the Gene Kelly movie It's Always Fair Weather. Why? Is there any relation between his death, love and that movie?
It was to show that people who are professional do or tend to do the same thing repetitively.
Like when we used to play football my coach would say the defense will be more afraid of you when you will practice your best shot 10,000 times rather than practicing 10,000 different shots a single time.
The point is, Leon did not want to become like the character in that movie (or may be he wants to become) but as he was a professional he had a routine of doing things, which he followed strictly.
Leon was just a simple man with simple tastes, simple plans, and a simple life. He really didn't live outside of doing his job. One plant was all he needed to keep him company. That's why he loved it like a child. The movie was all he needed for entertainment; it was simple enough for him to identify with it. Perhaps that was the world he went to when he was sitting in a chair doing "nothing". He didn't need money except for buying the very basics. Of course, that allowed his "friend" and boss to take advantage of him.
But he had a big heart. Mathilda needed help, and he essentially adopted her. Then he gave his life so she would not be chased. It was bravely simple for him to do.