That's the roman dodecahedrons that are a bit more mysterious than that - the "this is for knitting gloves" explanation is a real stretch, and not only because the Romans didn't have knitting.
Also, even if the Roman Empire had wool knitting a lot of it wouldn't have survived archaeological records (textiles rarely do, which is a shame in general, and also arguably why there is so much bias against certain types of textiles in "historical records") and it seems hard to entirely dismiss the Roman Empire from having wool knitting given the extent of the Empire and how deep the history of wool knitting in the British Isles goes, at the very least, to which the Roman Empire had contact and trading.