None of those ares are really defensible compared to the Alps and Balkans, espicially with a huge Persian Empire launching a campaign into those regions every 10 years.
I don't want to be rude or condescending, but there are some reasons to my thought:
1 - Those regions are rich, populous, and resourceful. They pay the legions and the ships of Rome.
2 - Being rich, populous and resourceful these regions are going to pay the armies and navies of someone else, so they are going to be dangerous when part of another (Persian) Empire or independent.
3 - Italy and the Balkans will starve for many years without the grain of North Africa and the East. If it ever recovers, Italy will be poor and weak.
4 - You are going to destroy the commercial network of the Mediterranean.
5 - Piracy will be even more abundant.
6 - There is no existential threat to Rome coming from the south. Sahara is a good barrier.
7 - Sometimes less territory means bigger borders. If you want to keep Spain, better keep it entirely, defend Spain on the Pyrenees.