For me the question goes right back to my childhood. Watching Kirk Douglas gnashing his teeth under the whip, or Peter Ustinov prancing around the palace, or Derek Jacobi taking several minutes to complete a single sentence. Deep down I was fascinated by these people - its that sense of purpose, of glory, of overwhelming power that no other culture ever really pulled off. Its that sheer optimism and confidence of a bunch of hill farmers taking on the world.
I think it also latches on to something deep within our human psyche. So many societies have tried to emulate the Romans ever since. We still do.