Romm makes it clear that Seneca's works need to be read as a whole, both the prose works and his tragedies, even though they "inhabit two nearly opposite moral universes at the same time." (76) Despite the differences between the two media—the tragedies contain plenty of despair and nihilism while his philosophical prose works are optimistic about humanity (linking piety, reason, and the gods)—they need to be evaluated together to provide a clearer of the writer.
Romm walks a fine line. He evaluates many of Seneca's writings as providing a "double game," which would "expound his Stoic ideals and improve his political image." (54) He makes it clear that readers of Seneca should NOT be read for coded messages or ulterior motives, rather that his works have dual purposes and should be read accordingly. I have put together a summary of what I got from Romm's text on these dual purposes in Seneca's works (and added a few things I found strange about the work). While there are many direct quotes from Romm's book, I take responsibility for any misunderstandings or misrepresentations of what is in the book.
All references are to James Romm's Dying Every Day: Seneca at the Court of Nero (Alfred A. Knopf: March 2014, hardcover). If I have misrepresented or misinterpreted anything from Romm's book, please do not hesitate to let me know.