Why don’t Apple devices have an emoji of the flag of Ancient Rome?

The intention of the Unicode Regional Indicator Symbols was to represent current countries in existence (as encoded in ISO 3166-1 alpha-2), as locales for software; the flags are a lagniappe. (A rather unfortunate lagniappe.)

Hence, no SPQR flag: the point of the codes is to indicate the country you live in, as a two letter ISO code, to be used for software localisation. (E.g. use Serbian rather than Russian italics for Cyrillic.) The Roman Empire doesn’t have such a code, because you don’t live in it—though a bunch of defunct 20th century states do.

There’s a proposal to throw the door open for Emoji flags to regions such as Scotland and California. Per UTS #51: Unicode Emoji, those are still restricted to present-day national subdivisions, and historical states are not in scope for them.