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No, the roman Empire extended into parts of Russia and Egypt. Russia was too cold (Russia was called the Balklands back then) and Egypt's weather was to hot. Instead of grapes they got raisins.
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No, that sounds like a popular myth. The Roman empire went wherever it could for many reasons; prestige or simply to just to get valuable goods and riches (Egyptian grain was one of these, especially important since so much of the ancient Roman diet was bread).
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The answer is no. The Romans did conquer many North European regions that either had centuries old tradition of wine growing, or had vineyards planted by the Romans; however, there was one major exception.........Britannia.
The Roman Empire expanded into the North of England-(in close proximity to present-day Scotland). As far as I know, the Romans did not introduce wine growing techniques or plant vineyards on British soil.
The Romans, did, however, build various towns and cities across England, including a small riverside town called, "Londonium". The Roman Emperor Hadrian commissioned the construction of a massive wall which stretched miles across the Northern British frontier, as a way of distancing themselves from the Scots-(whom they viewed as, "barbarians").
Civil Engineering and imperial Urban planning were the main areas of focus for the Romans in Britannia, though the art and science of wine growing was non-existent within Roman Britannia.
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The only barrier to the Romans marching all the way to the top of England was imperial will. Agricola was recalled by the jealous Domitian when he was in the midst of conquering Caledonia, modern Scotland, after his victory at the Battle of Mons Graupius in 83 CE. But even though they put the Wall up the Romans did come back, notably under Septimus Severus, whose early death in 211 CE prevented the extermination of the Caledonian tribes, again because of imperial will, when his son Caracalla withdrew the Legions.
Wine growing didn't figure into these military decisions, though the Romans certainly did import it after conquest, both the product and the vines, which they introduced and tried to grow as far north as Lincolnshire.
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Maybe it is a classic case of mixing up causation and correlation.
First if all, correlation vs causation. It make sense that climate correlate (and limits) the geography of an empire. Romans had a certain diet and technology for agriculture, certain technology for building houses etc that was optimal to Mediterranean climate. They couldn't grow wheat and your vegetables in the north, because the soil is different, it also frozen in the winter, the climate is colder etc. Just like for grape, all the same arguments are true for basic food. You cannot build houses optimal for winter, because you use to build houses to protect yourself from hot summer. Many small nuances that makes a successful civilization far less capable when goes to far north. From that perspective, the wine-line is just the approximate border where the climate is "close enough" to the Italian one.
Second, mixing up cause and result. For example: Coca-cola and pizza was much more wide spread on the western side of Iron Curtain than on the eastern side. Does it mean American influence is limited by the pizza supply? Making wine is at least a cultural phenomena as making beer. You can argue that there is wine in these territories, because Romans introduced there and it became popular. Other drinks, esp beer was already known and popular in many areas. Maybe they just stayed popular, if no one were pushing it enough, and nobody experimented enough with some super cold-resistant grape. From technology point of view, it is much more easy to make beer or whisky in UK (even in France).
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Some people said that wine is not grown in Britain but I have read of contemporary British wine growing. the climate of Britain was warmer during the Roman Era than in some later eras, and there is evidence of wine growing in Britain in the Roman era and in the medieval era.
Lord Bute grew grapes and made wine at his castle in Cardiff, Wales, about 1900.
Obviously it made economic sense to grown wine, if possible, for drinking and for Christian sacraental use in Britain to save the expense of importing it, and equally obviously the vast majority of wine wine in Britain in the last 2,000 years has been imported.
Since the Romans, and even the Post Roman Britons in Cornwall and Wales imported wine from as far away as the Eastern Mediterranean, The Romans wee obviously willing to conquer countries where they had to import wine.
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This looks more than a coincidence than anything else. Romans did conquer lands which could not grow wine, e.g. the British Isles: the climate of Atlantic-facing areas of Europe is reputed to have been somewhat warmer than usual in Roman times, but this does not mean that winegrowing was actually possible, let alone done by Roman colonists. In fact, archaeological evidence points at massive imports of wine rather than local production. Conversely, Romans did not conquer some neighbouring lands where winegrowing could be done, e.g. what is now Ukraine.
According to Edward Luttwak, the pattern of Roman conquest is best explained through strategic and economic reasons, of which winegrowing is not a significant part. In his analysis, Rome first had an expansionist phase which was building an Empire (in fact, though not in name): to the core group of Roman provinciae was adjoined a vast number of client states, who were subservient to Rome and served as buffer against hostile foreigners, especially raiders from Germanic people. In the client state system, that state is responsible for its own policing, and Roman citizens are safe; the cohesion of the Empire can be maintained with a relatively small number of highly mobile legions.
This expansionist phase mostly ended after Augustus' reign. Afterwards begins a phase where external boundaries do not move much; there were some external campaigns but only in some places, and conquests in Parthia and Dacia proved too expensive to be maintained in the long term. During that phase, client states were gradually converted into provinciae, which allowed for direct taxation and thus a large increase in revenues for Rome; however, it also implied ensuring the safety of these new taxpayers, hence the limes: a linear, static defence system at the boundary. This process was mostly complete by the third century AD. The abandoning of the "mobile legion" system implied also a stop to expansionism.
Wine does not appear anywhere in this analysis of Roman strategy. It seems unlikely to serve as a primary motive for expansion. Instead, Rome conquered the neghbouring tracts of land that were already, at that time, harbouring large chiefdoms or states, and thus could be conquered and turned into client states with minimal post-conquest occupation cost. What is true, though, is that Romans were great consumers of wine and tried to grow grapes wherever they could; this can go a long way toward explaining the approximate overlap of Empire and winegrowing areas.