Romani are a bit unique in this regard compared to the other factions. Initially you build the Factional MIC in just a few regions, and the Regional MIC everywhere else.

This changes later in the game...
Spoiler Alert, click show to read: 
Beginning with the Marian reforms, you will be able to build Factional MICs across much of your conquered territory.


If you know your late Republic-era Roman history, the reason should be self-explanatory.