Popular Excuse: High Fantasy readers expect the opening chapters to be about constructing the World. Romance readers care less about the setting and more about the characters.
Fine, but I chose to blend these genres, so I have to find the sweet spot. That is my responsibility as the writer. *I* may need to know that there are hundreds of Higher Species in this world, that the environment is sentient, that certain types of magic mix with certain motivations to yield individuals, and that there are thirty hours in their days. How much of that do readers need to know? Apparently, not as much as I think they do.
Inescapable Reality: When all three judges flag the same issue, I know it's not them, it's me.
I am far from the first person to write a HFR. Big NYC houses have published some great examples. They are by no means as pervasive as historical, paranormal, or contemporary romances, but there is an audience for them. The smaller audience means that publishers are extremely picky about the HFRs they buy, which means my writing has to be stellar. Sure, it's a little daunting, but I'm up for the challenge.
Each time I'm tempted to expose a facet of the world I've built, I stop and quote one of my favorite cartoon curmudgeons:
Brain: Pinky, are you pondering what I am pondering?