Alejandro has a deeper meaning(not to BR just than what you see on the surface), it is fear of sex and commitment.
That's one thing I love about Gaga, on the surface of her music it's just a good pop record, for the more intelligent or the ones who like to dig beneath the surface, they are deep songs of personal struggle
I actually think Dance In The Dark might be deeper than Bad Romance (though I prefer the overall structure of BR)