It's a bit funny how the Romulans are always so willing to promote conflict in the RNZ, even though they are also said to be intent on orchestrating things so that everybody else has conflict with each other. They seem to be undermining themselves there. Or is it just the typical discord between Romulan factions that we see here?
Out of the times our heroes intruded into the Zone, or planned to, Romulans seemed to be there with malicious intent in all but one. In "Balance of Terror", Romulans were making a cross-Zone assault. In "The Deadly Years", they were intercepting the intruding starship so swiftly and in such great numbers that they probably had been lying in wait. Ditto in "The Enterprise
Incident". The early TNG involved the Romulans coming across the Zone under various pretenses, until in "The Defector" they lured the Feds in while both pretending to be in the Zone already, and really being there.
In "Contagion", we can for the first and perhaps last time give the Romulans the benefit of doubt on whether their single intercepting vessel were merely reacting to UFP intrusion from a legitimate starting point on the Romulan side, rather than lying in ambush within the Zone.
Of course, one wonders how there was so little reaction to the presence of Romulan ships far outside Romulan space in, say, "Tin Man" or "Paradise". Then again, in "Tin Man" the action took place so far outside "civilized" space that political posturing would have been meaningless: Picard knew the Romulans would shoot to kill if he tried to argue the finer points of the treaty. But by DS9, Romulan presence outside the Zone seemed to be a regular occurrence unworthy of mention. Perhaps the Feds were granting visas or something?