Well, if you want to march along the Red Sea, you might as well go by ship. And if you’re on a ship in the Red Sea, you should probably be invading Arabia Felix (“lucky Arabia”, as it was fertile), known to us as Yemen.
An invasion of this land was attempted, though due to a shitty Nabataean guide and diseases, the invasion was a failure.
Anyway, to invade up the Nile during the flood season would mean you would have to finish the campaign pretty quickly, which is presumably what they did until they ran out of time at Napata.
The best Roman Africa you could hope for would be a Roman province of Yemen and a Roman client state in Ethiopia.
That would mean a better Byzantine hold on the region, which would probably mean Romans in East Africa, and maybe no Islam to crush the East Romans’ hold.