I'm afraid I have to disagree with you. What you describe in your first part is ancient Egypt. But those were very different days. Egypt lost its lead and was soon conquered a number of times (late period). Twice by the persians, the macedonians (Alexander the great) and later the romans. This lead to quite a different world view of the Egyptians. Cleopatra was greek/hellenistic and by the time she came to power Egypt had been ruled bij Greeks for centuries!
You a taking very big leaps in your comparison of 2nd millenium bc Egypt to 1st century AD Egypt. It wouldn't have been unlikely for some Egyptians to go to the arena. There wouldn't have been many, but impossible or far fetched it wouldn't have been.
I am fully aware of the differences between the Old Kingdom, the Middle Kingdom, the New Kingdom, and the later periods including the conquests by the Lybians, Nubians, Assyrians, Persians up to the Ptolemies. (By the way, Alexander did not conquer Egypt so much as win it as spoils of war after defeating the Persians: The Persians ruled Egypt; Alexander defeated the Persians; therefore, Alexander ruled Egypt. The Egyptians thought of him as a liberator at first.)
As far as world view goes, we need to look at 1) the archaeological evidence in both Egypt and abroad and 2) the historical records. If you look at the artwork, tombs, and hieroglyphs in Egypt during the years of the conquering nations, you will see that they adopted Egyptian culture, not the other way around. The inscriptions, thus the language, were still in Egyptian hieroglyphs, not in Libyan, not in Persian, not in Assyrian. The tombs and artwork was still in the Egyptian style, not Nubian, not Libyan, not Assyrian, not Persian. The Ptolemies, however, arrogant Greeks/Macedonians that they were, scorned Egyptian culture until Cleopatra, who was the first Ptolemy to learn the Egyptian language and embrace Egyptian culture.
I never said it was impossible that you would find Egyptians in Rome. I merely said it would be unlikely. If there were any there, they would be few and far between.
Did Egyptians go to Rome before its annexation by the Republic? Is there any archaeological evidence or historical writings to that effect either in Egypt or in Rome? I'm open to the possibility, but let's see the evidence. They would have had to hitch a ride on another culture's ships because they were NOT a seafaring society. That is indisputable. Neither were the Nubians, Libyans, and Assyrians. The Persians certainly used ships, but did they take any native Egyptians with them? The Ptolemies definitely used ships, but did they want or allow the lowly native Egyptians on them? Let's see the historical or archaeological records.
Did they go to Rome after its annexation? That is more likely, but by then, Egypt was no longer a kingdom, its culture, glory, and riches becoming a memory buried by the burning sands.
Okay. Enough. This is straying too far from Playmobil. The bottom line is everyone is free to make their own Playmobil world, and there is absolutely nothing wrong with mixing Romans, Egyptians, pirates, knights, cowboys, space aliens, and fireman all in the same milieu as long as they are having fun doing it. That's what Playmobil is all about: letting the imagination run wild!