A couple of reasons. First, as noted he’s the Exarch of Italy before she takes the throne, and so has an interest in painting Italy as the birthplace of the Empire, and as such of the claimants following the last Thalassan to take the throne. Beyond that there are a myriad of political reasons just in Italy itself. As we'll see when we get there the Italians were...less than enthusiastic about the prospect of going out and reunifying the Empire, and even less enthusiastic about the step preceding that. So painting Italy, the birthplace of the Empire as, well that is part of his general political campaign in that sphere.Why is Julius II going to be so obsessed with the earlier empire/Latin culture?
There's a lot of other interal political interests in Italy that dictate his course as well, and we'll talk about those when the structure of Italy is discussed in future.