The Sig Romeo4 is a little nicer in regards to the housing and buttons and the mount... but the holo does give you the option of using a T1/H1 style mount where as the Romeo will not fit on a T1 mount (holes are too far apart)
The Sig Romeo 4 cost more doesn't it? Is the housing and buttons that much better to make it cost more? Esp since you have to use a proprietary mount. I think what you're really paying more for is that Sig name on a red dot made by Holosun.