As usually all these problems with the Conan world are due because we all (consciously or uncosciously) mix 4 different levels of reality:
1)
the Real World according to what we know now after the most recent scholarship (e.g. today we all know that Vikings did not bear horned helms and we all know that ethnicity is a social costruct more than o product of race).
2)
the Real World as was perceived by Howard in the 1920s (e.g. the story "Kings of the Night" where blond vikings bear horned helms, Roman celts auxiliaries from Gallia are blond and celts from Ireland are dark).
3)
the Hyborian Age as perceived by Howard when he mixes different elements from different cultural backgrounds creating the people of the Hyborian Age (e.g. the proto-celt cimmerian Conan wearing a horned helmet which REH believed to be typical of vikings, he gave such helmet to Conan just to picture him as a barbarian).
4)
the Hyborian Age AFTER the death of Howard.
REH did not desribe any detail of the Hyborian Age and in these 80 years Conanesque (or "pastiche") books, comics, movies, cartoons and (why not?) rpgs added a LOT of elements not detailed by Howard (e.g. the Roman-like appearance of Aquilonian soldiers, not just from the Drak Horse comics but already from a few old issues of the Savage Word of Conan in the '80s).
What's the solution for the purist?
My opinion is NOT to be purist but to accept all the cultural items one likes as long as one get fun from them.
The stories by REH did not detail all of the Hyborean Age and many of the REH peoples are just mixtures of different cultures (e.g. Kothians, Zamorians, etc...) so mixing more details is not wrong in itself, as long as one get fun and (to me) do not contradict too much what REH said.
Regarding the relationship Aquilonia-Rome my feelings are these:
In Hour of the Dragon Aquilonia is clearly a feudal, medieval-like kingdom but, to me, making the equation Aquilonia = Holy Roman Empire or Plantegenet England or Angeuvine France is simply WRONG.
As said above, REH mixes different elements from different epochs and times, in order to get new, different people, especially regarding the Hyborian Kingdoms (who know which is the exact parallel in the real-world of Koth? Nobody!!).
This attitude permitted REH to have diferent kinds of adventures in the same Hyborean Age.
Aquilonia is the perfect example of this mixture of inspirations.
It is clearly a feudal-like country (with the barons, etc.) but in the stories on the Aquilonian colonies along the Pictish border like "beyond the Black river" Aquilonia is clearly similar to the British Empire in the 18th century and its relationship with the colonies in America.
But the concept of Aquilonia includes also bits of Roman flavour or, more specifically, of the Late Roman Empire (3rd century AD - 5th century AD) or of, at least, how the Late Roman Empire was evisaged in the early 20th century.
For example:
1)
The name itself of Aquilonia recalls Roman feelings (the symbol fo the Eagle=Aquila in latin).
2)
Numerous latin-like names (e.g. Epimetreus).
3)
A series of immoral kings (=emperors), mostly murdered and at the end a barbarian king (which recall the Illyrian general-emperors of the 3rd century AD or the Romano-barbaric kingdoms of the 6th century AD).
4)
A "decadent" feeling of the pre-Conan Aquilonia which certainly recall the idea which people had in the early 20th century of the Late Roman empire.
5)
The Role of Mitra in teh Hyborian Kingdom which recall teh role of Christian Religion in the Post-Constantine Roman Empire.
6)
The clear difference from Nemedia (which is supposedly a Greek-like country which Aquilonia shouldbe a Latin-like country)
7)
The particularly complex mixture of ethnicities of the Aquilonian kingdom (Gundermen, Poitanians, Bossonians, Taurans, etc...) which definitevely recall the Roman Empire. REH does not seem to mention a similar complexity for Nemedia (at least in Hour of the Dragon, where nemedians appear quite often) or in any other Hyborian kingdom.
SO, Aquilonia = Late Roman Empire?
The Answer: NO, it is just that REH liked to mix things.
So why we cannot do the same in our games?