You can do it either way. The information is the same. But the purpose of language is not just to communicate information. It is also for telling stories. Present participles provide us with a way to communicate by using images rather than just facts. When she says "I was having some big romance" it is as if she were showing us a video of their romance in progress. When we hear her say it like that, we imagine it happening in our minds. If she had said, "I had some big romance", all we would have heard would have been facts. We would have seen no pictures in our mind.
The reason the present participles work to paint pictures is that they act as adjectives. In the sentence "He was using me", the only verb is "was". "Using me" is an adjective phrase that describes "he". Adjectives describe. That's why they create pictures for us in our mind.
A story that we can visualize is more powerful than a story that just tells facts.
The "continuous tenses" should not really be considered to be tenses at all. They are actually powerful ways to use participles as adjectives. In the sentence "He was using her", "using" really isn't working as a verb at all. It is working as an adjective.