Planetery Romance, whether or not the protaganists come from a traditional wild west background, is characterized by players encountering strange new worlds and the ability to travel in between them, or not.
This is your John Carter of Mars books, Marion Zimmer Bradley's Hunters of the Red Moon, Stephen King's Gunslinger, and John Norman's Gor series. The mode of travel between the worlds is not what is important for the Planetary Romance genre, it is the relationships which the players create with this new, fantastic place.
Here is the table I created to flesh out this branch;
Western, Planetary Romance;
|1||Stranded Visitor||2||The Gate||3||The Heritage||4||Kidnapped|