Yup, definitely check out their client list and also what they're selling by checking out the Romance Deals at Deal Lunch (Karen Fox lists all the romance deals on her site: http://www.karenafox.com/market_news...omance%20Deals
Sometimes as genres become more popular or less popular, agents also become more picky. So an agent may love Western Historicals, but they aren't selling well now and she's interested in acquiring fiction she really thinks she can sell. So she might look at Westerns, hoping to find that break out writer who can bring the subgenre back. And she might still represent a couple Western Historical authors who are still selling in the old markets. But she might not take a lot of Western Historical from new authors.
It's just one of those things. You pick agents based on their history, their client list, their reputation... but in the end, getting an agent is very, very tough. So you can pick perfect agents and it still might not work out for so many reasons, none of which have to do with the agent not being good or even your story not being good. It can be frustrating, I know. Unfortunately, it's just a tough industry. It's rewarding, but tough.