I can see kids today of that world "MOMMY I want an ELEPHANT! PLEASE CAN I HAVE ONE!" Instead of a pony. 
Of course Siam ( Thailand ). The elephants are assigned to a training facility to get used to the sounds of gunfire. They prove usefull for lifting and halling. They are rembered for helping rerail a train and the day one of them picked up a Major who was critical of elephants and refused to put him down.Wasn't that Yule Brenner in the "King and I?"
Why would the Romans want to adopt the elephant for war when they not only defeated all the pachy using armies but had tactics to handle a charge by them? They were good at adopted useful technology which elephants are not. As a weapon of war they are nearly as overrated as the scythed chariot.