That's completely untrue. The Romans might not have had knowledge of sub-Saharan Africa, but they still had access to the Libyan terminus of trans-Saharan trade which provided a good number of African slaves.
There IS plenty of trace of African blood in Europe. When you think of Italians, especially the Southern portions, you think of dark and swarthy. In Roman times they were all fair and Indo-European. Northern Italians are in general paler today, but that's because of Germanic invasions in the Dark Ages.
The same is true of the Middle East. The classical Arab was very fair - now look at them, particularly in areas where large numbers of slaves have come from Africa since forever, like Yemen.
Well, I am not sure I agree that the classical Arab was very fair. The semitic peoples have probably always been pretty dark simply because of the climate they lived in.
As for the source of modern Italy's skin coloration, I think again, just based off of the historical evidence so far, its hard to determine what the primary source was. Yes, there were slaves, but southern Italy also spent time under the control of Islamic invaders (and probably a larger period of time where it was subject to raiders from Africa).
Modern genetics could, I am sure, answer the questions, finding what if any genes typical of sub-saharan africans there are in the Italian population and when they entered the population.
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Bill