I've read a lot of romance novels over the years (apologies for the cliché) and they've been a mixture of both types of books.
Every novel should stand alone even if it is one of a series-who wants to have to read half a dozen books to find out what happened with everyone else, to make sense of the current book?
I know Mills and Boon Presents often had mini series- brothers, a set of close friends (male or female)- characters from one book popped up in a secondary role in the others in the series.
Certainly some (originally) US published historical romances I've read, and enjoyed have followed family groups- Jo Beverley's, Mallorens, Stephanie Laurens',Cynsters, and Johanna Lindsey's Malory family stories. And some times you do need the family tree the authors' provided (in the books or on their websites) just to keep the relationships straight in your head...
I've lost count of how many Regency spying groups there's been with anything from four heroes up to half a dozen. Sadly I think that category has been over-used...But they're fun to re-read.
Perhaps it's the influence of all these books over the years, but my novel does have a secondary character who has his own story too, and his lady love has an interesting brother... But that's for sometime in the future when the current novel is complete.
I don't read as many contemporary romance novels as I should- I have a few on my e-reader to get on with-so perhaps these are more stand alone.
Or is this one of the difference between the categories, or even between romances published in the UK and the US?
As a reader, do you prefer single novels, or do you like to read a follow-on novel centred on one of the secondary characters from the previous book?