Roman times were unique. Writing was widespread and the continent-wide infrastructure was without precedent. At the peak of Pax Romana, one could travel generally without protection from southern England to Syria, speaking Latin or perhaps Greek the entire way.

Much of Western civilization has its roots in ancient Rome, (and in turn Rome from Greece) so also I think there's more interest in the period than other places/times.

Other eras required border crossings, vastly complicating things.