No - it's the secondary metabolites in their host plant family Solanacea that make them toxic, such as tomato, pepper, and tobacco.

Romaine is safe. But they will not likely thrive on it for a long time and they probably wouldn't be able to reach adulthood and breed unless fed the toxic species from their host plant species. As long as they are cultured in captivity they are okay but if the hornworm has ever been outside to have fed on a toxic plant they too will be toxic.