Same for the "Clockpunk" subgenre - It's Sci-Fi in the time or form of Leonardo Da'Vinci.

There's definetly a point, though - Have you read Sci-Fi set in the time of the Pyramids? In the time of the Roman Empire? Would you? What would change?

It's worth looking up "Rome Sweet Rome", a short story that got some acclaim a few months back when it was written on Reddit and then optioned by Warner Bros. It's modern military sci-fi, essentially, but the setting and the detail that's put into "What would happen if a modern platoon were set down in the time of the roman empire?" is pretty good.