the romans actually did break into iran a couple of times, but they couldn't hold iraq. if the romans could have held iraq, they could have conquered iran. the roman people had an aversion to it and that mattered. it was too far. the roman world, as the romans saw it, ended at the zagros. it was probably a greek thing. i dunno. i know that the romans had a hard time holding armenia and mesopotamia and that was the reason they never held iran, although there are roughly five examples of roman emperors marching right into persia and taking the capital.

they wouldn't go south of the sahara or too far down the nile or into the arab peninsula or up the rivers of the black sea, either. they had their own self-determined limits.