Why Do Romance Authors Write Under Multiple Pseudonyms?

I read the first one, Naked in Death, and was hooked.
This exactly why authors use different names across different genres: to reach as many readers as possible.
Not all readers want the same things from a book, and yet some authors are multitalented and versatile enough to write different types of romances or even to cross genres entirely. For those writers—and those readers—the pseudonym is a gift. For instance, I still love the J.D. Robb mysteries and read every single one, but remain picky about Nora Roberts-authored books. Some I love and others aren’t to my taste. But with the pen name, I know exactly what I’m getting before I buy a book.
Authors too numerous to count write under multiple names across various genres for people like me. Perhaps the most famous is Nora Roberts, but there’s also the bestselling romantic suspense author Jayne Ann Krentz, who writes historical romance as Amanda Quick and paranormal romance as Jayne Castle. There’s paranormal romance author J.R. Ward, who writes contemporary romance as Jessica Bird. And then there’s urban fantasy author Sherrilyn Kenyon, who writes historical romance as Kinley MacGregor.

Those particular pseudonyms are well known, which means that their different branding isn’t an attempt to deceive, but more an attempt to inform.
Kate Rothwell, who also writes as Summer Devon, took the Summer Devon identity to signal a difference in heat levels for her romances. But she makes no secret of the two identities, as it’s even listed in her “meet the author” note on bn.com, under her latest Kate Rothwell historical release, Somebody Wonderful.
“The Summer Devon identity produces hotter books (Summer, after all). I adopted it for books that weren’t standard male/female historicals,” said Rothwell.
However, sometimes these identities take on a life of their own.
“Now I think it’s associated with my male/male romances, no matter what their heat level,” Rothwell added.
Author Natasha Moore writes contemporary romances. Her latest release is Chemistry, a comedic take on love potions, but she has an alter ego, Anna Lund. Says Moore, “The second pen name is strictly for one type of book with another publisher”—a type of book that may contain heat levels that may not appeal to the same readers who read Natasha Moore.

In fact, it has become common in the romance genre to take a different pen name for erotic work.
Besides Rothwell and Moore, there’s Kit Rocha, who writes hotter books, such as Beyond Shame, while her alter ego Moira Rogers, writes paranormal romance such as Crux. Kate Watterson writes suspense such as Frozen, the first book in her Detective Ellie MacIntosh series, while her alter ego Emma Wildes writes the Sinful Gentlemen series. Readers may enjoy reading both Watterson and Wildes, but if a reader looking for a mystery stumbles across sexy romance instead, that might be frustrating or confusing.
Of course, sometimes authors in other genres take pen names to avoid being seen as too prolific. (Hello, Stephen King‘s Richard Bachman!) Or authors start out writing under a pen name early on in their careers (such as Michael Crichton, whose novel A Case of Need, written under the name Jeffrey Hudson, won an Edgar Award), only to later republish them under their real names, once those real names have become household names.

There are outliers, of course, who want to hide their identities so that readers won’t come into new work with preconceptions, (Robert Galbraith, ahem, J. K. Rowling, I’m talking to you!) though Rowling’s deception was more to make certain that her Cormoran Strike mystery series would be received based on its own merits, rather than being touted as the “new J. K. Rowling book!”
In that, Rowling was like most of the other authors using pseudonyms: she didn’t want to give potential readers the wrong idea about any particular book. No sense angering the reader on the front page and plenty of sense in letting them know when their favorite author may be veering into paths where they may not want to follow.
Plus, there’s the bonus of finding new readers, like me.