I flew KLM EWR-AMS-ROM on 2/14.
It's true KLM does not permit advance seat assignments. You can do this at check-in at SFO. They should print all boarding passes and check luggage directly to ROM. You can also check-in online for SFO-AMS (but not ams-rom, if it is "Northwest issued E-Ticket") and then ask a agent at SFO to check-in and assign seats for AMS-ROM.
My flight also showed sold-out and it was true. As NWA Silver Elite you have priority boarding, which is not announced, just show your card.