Romo plays indoor soccer every year. EVERY YEAR. In fact, one year he played with former kicker Nick Folk and current teammate Bobby Carpenter. Romo also plays in a YMCA basketball league. Almost every year.
Players need to stay active in the offseason, whether its playing basketball, flag football, softball ... whatever. There's nothing wrong with it. And before you say, "Well he should be working on his game," Romo does.
You hear the stories all the time about how he throws footballs to teammates and friends in his front yard or last year when he went on vacation he took a bunch of footballs with him to throw on the beach. He's also one of the first guys at Valley Ranch ready to work out.
Romo playing soccer, again, is not a big deal.