Romeo, who was fielded for just 22 minutes during his three-month stint in Brazil, was released by the Club in the last week of May.
He said that it was he who had asked the club to release him so that he could prepare for the Indian Super League (ISL), which begins its second edition in October, Romeo said in a press release.
"I would like to thank Clube Atletico Paransense for (giving) the unique opportunity in my football career, offering me high-class facility classes, introducing me to the Goan family who could help on my settlement in Curitiba," he said.
Romeo admitted that he could not break into the playing XI consistently, which also compelled him to make the decision to return home prematurely.
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"From day one, Clube Atletico Paranaense has been very hospitable and looked after me in the best possible way more than I could have asked for.
"At this stage of my career it is important for me to be playing so I thought its best to request a return to India. For now my next goal would be to concentrate on laying with FC Goa," the release added.