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While Romans seem quite advanced to us in many fields, especially compared to the Middle Ages, thy still were a culture of antiquity. Ancient cultures, particularly Greece and Rome, viewed mental ilnesses either as a symptom of a physical illness (medical approach, inherited from Greek philosophers), or as a punishment from the gods (traditional approach, which prevailed with coming of christianity). If the patient was treated by an adherent of medical approach, he would be treated as physically ill - which meant bloodletting, emetics and purging, just as any other illness would be treated. In religious approach, no action would be required - the patient would be cured when gods forgave him. As no approach saw mentally ill as something different from norm, neither approach required any special words to be devised to designate mentally ill.
Note that progress does not imply a uniform advancement - while Romans were ahead of their time in areas like architecture and military science, they still were quite level with their neighbors in other fields, like medicine and seafaring, and for the whole existence of Roman Empire, not much changed in medical treatment since the time of Hippocrates.