I think that the AI is quite expansionist and therefore never bothers with securing it's lands... I have occasionally seen AI forts so there must be a trigger for them in there somewhere, but what it is I can't even guess at...

It could be a difficulty related thing...

Personally I when playing the Romans I will send a large army deep into the enemy territories to attack their Capital and largest settlements, I will build forts at the end of each movement because it sort of fits with the whole Roman theme....