Why is Playmobil discontinuing the Romans? Are they not popular enough? Not fair! I just started! 
First, that's that they do these days with the many themes, they have them for about 3 years and then withdraw them. The Knights theme doesn't quite count because it's not so historically accurate, and knights are always popular with boys, so that's been around since day 1.
Second, I think they slightly shot themselves in the foot. There were a couple of Roman Specials released (now available as a blister, and 25 of each incorporated in my army) before the main theme, and you can see videos armies of THOUSANDS of these figures being prepared and displayed in Germany (check out Youtube). If people already had all these figures, they may have not bought more when the main theme came out - even fanatics can only spend so much time & energy on the Romans.
I was fortunate not to see the Specials when they came out, and to restart my Playmobil fascination with a few Roman sets in August 2007, so I was able to base my army on the newer figures. The Specials are very nice, but the theme figures are closer to the real thing (see my photos comparing a figure to the original).
Third, while we adults love the Romans, maybe it didn't strike such a chord with children. I'm guessing here, not being a father myself, but maybe sales were disappointing.
