I know that some endeavor to throw the mantle of romance over the subject and treat woman like some ideal existence, not liable to the ills of life. Let those deal in fancy who have nothing better to deal in; we have to do with sober, sad realities, with stubborn facts.

This quote is saying that some people try to idealize or romanticize women, picturing them as perfect and not subject to any problems in life. These people are just wasting their time because the truth is more complex, and reality is often sad and harsh. The speaker is suggesting that we should focus on the facts rather than on illusions of idealized women.