What bugs me is that the Romulans can so easily covertly enter the N.Z. and yet the UFP can't.
To be fair, technically, the UFP did go into the N.Z already.... the Protostar is a Federation ship after all (even if it is run by non-Starfleet people for the time being) - but if the Romulans knew the Protostar is UFP ship, why didn't they declare war against the UFP right then and there like they would have if the Dauntless got into the N.Z.?
Because the only thing keeping the Dauntless out of the Neutral Zone was the Federation's quest for peace. If the Romulans declare open war, suddenly there's nothing keeping the Dauntless from slipstreaming in and shanking them all. Meanwhile, not declaring war didn't exactly stop the Romulans from going in anyway.
Openly declaring war against the Federation gains the Romulans nothing and potentially loses them the Protostar.