There are two factors at play here. The first one is a matter of archaeology. During the majority of the Roman period, most things were written on papyrus (or s

There are two factors at play here. The first one is a matter of archaeology. During the majority of the Roman period, most things were written on papyrus (or sometimes slices of wood or wax tablets). (Stone and clay tablets were also used - just not for everyday things.) This was true of the majority of places Rome conquered as well - although those places tended to produce much less writing to begin with anyway. The trouble with papyrus and these other materials is that it doesn't preserve very well, which means that the vast majority of papyrus that archaeologists have uncovered comes specifically from Egypt (because of climate reasons), and may give rise to the impression that Romans eradicated local histories in some places while preserving them in others. Roughly contemporaneous with the decline of the (Western) Roman Empire, parchment became much more common in writing, and parchment preserves much better than papyrus. The timing of parchment's adoption means much more writing survived from late antiquity than earlier periods. Secondly, while it's true that the Romans weren't particularly interested in preserving local history and culture, that doesn't seem to have been particularly unusual of any civilization throughout antiquity. We don't have evidence for, say, the transmission of Bronze Age inscriptions that were carved into stone. It's actually far more unusual that people preserved Roman stuff!