Yes, Vicki, I am sure the other guys have parsed this correctly. She is saying (in literal translation to modern idiom) "Why, of all things, did you have to be Romeo..." [and therefore a Montague and my family enemy]...

This is, after all, the speech that goes on to examine "What's in a name? That which we call a rose/ By any other name would smell as sweet [.../...]Art thou not Romeo and a Montague?"

So she is trying to disentangle her attraction to this boy from the family antagonism and conflict his name represents.

But did you know all this anyway, and were just teasing us?