There were indeed some black Egyptians- in Tutankhamun’s family, even.
They picked up some Nubian blood here and there when they occupied Nubia.
Tut’s father or grandfather married the daughter of his chariot army’s leader, who was Nubian.
Then when Egypt’s power waned, Nubia /Kush/Cush was able to conquer Egypt and there was the 25th dynasty (I think) that had the black pharoahs. But it was a very short dynasty of only 50 yrs or so, and was destroyed by the invasion of Assyrians.
I don’t want to split too many hairs here, but you’re conflating ethnicity with nationality. There were blacks absorbed into the Roman Empire, but we wouldn’t think of them being Roman. But such is the fate of empires, I suppose.