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I was thinking that if the Romans either annex the client states along the Caucasus mountains or at least exerted more influence over them they could have gotten easier access to the Caspian sea where they could build a navy and any wars with Parthia would be easier then marching across Anatolia, Syria, and Mesopotamia.
Would it fail dramatically or would it make zero difference. I mean even if they don't provide too much tactical advantage they might be able to pay some taxes here and there.
Pic related, see the valley going from east to west just south of the North range.