Why does everybody keep calling them ROMULAN Ships....?
What if it's a Klingon Octo-Ship he stole??
Has it actually been stated that it IS a Romulan Octo-Ship???
Agreed. Another possibility is that Nero's space octopus IS a Romulan-made ship, but just not a Romulan-made military ship.
Perhaps his ship was made by a private Romulan ship-builder that has nothing to do with Romulan military ships. There are real-life shipbuilders today that make yachts and cruise ships that look nothing like a naval warship.