Why did the Romans create an empire? The Romans were too down to earth to try to find a philosophical justification for their empire. The Roman Empire was something that just came to them through a natural process—they had the power and will to have an empire, and so they had an empire. A few Roman leaders have claimed that fortune favored them because the Roman State was devoted to the Gods (the Pagan Gods). Others have vaguely surmised that their success in building a great Empire was the result of the Roman values of morality, justice, hard work, courage, frugality, and industriousness.