Yep, that's what I'd do.

You could play up the fact that it is a different size and accent it with a roman shade that has a different pattern/texture to it than the front. My thought is if you do a solid on the front windows then maybe do a pattern on the side or vice versa. Might be an interesting addition to the room. Especially since they are different sizes, it might seem like you would be trying too hard to make them appear the same when they aren't. So have fun with the fact that they are different!!! :-)
If you aren't set on having roman shades I would recommended doing simple draperies on the front window and a simple roman shade on the side window. Again, understanding that they are different and could be treated as different pieces. Good luck!

match them all, had similar situation in my LR. Matching looks great

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