Because there are no extant recorded unbroken lines of descent dating back to that period in Europe, and if you're claiming a specific family of Rome then you would need an unbroken line as proof. People often embellish their ancestry, especially royalty, so it may have been drawn from the claims if a more recent royal ancestor or just made up by the writer of the lineage.

The much more recent Genghis Khan is only cited as the common ancestor for many people because it is known that someone from around that period and general location was the source of a commonly-found bit of DNA, and he would be the only realistic culprit - not because there is actual recorded direct lineage to him. There exists no similar DNA evidence for Roman families, so a recorded line of descent would be required.