The roman mythology doesn’t exist in the dota universe. Not yet at least.

First, here is Mars' lore:

Mars, first son of heaven, spent a long existence waging endless war, and saw countless more crusades waged beneath the banner of his old name. Wars of conquest and of vengeance. Just and unjust… Always cruel. So much like his father, Mars indulged his basest impulses–with inclinations much more monstrous than those of Zeus–and he inflicted suffering untold.

But as the epochs vanished behind him, the selfish ways of his father–the ways of many amongst his godly kin, they who judged him despicable–eventually began to ring hollow. War for its own sake was no longer enough to satisfy his desires. For the first time in his ageless days, the god of war began to question to what ends he swung his glorious spear.

As the Fates would have it, his solution came easily: he must wage war for a larger purpose, and inspire more than mere savagery and sorrow at the sight of his crest. He must at last lay claim to the mantle of leadership that is his birthright, for the time has come to burn down the pantheon of the old age and build a just new empire atop the ashes of his kin. Only then might he find satisfaction, and make the glory of Mars evident to all.

Now, if you read into Mars' lore, which doesn't even include any lore related to roman mythology, you can understand that Mars' disowned the old pantheon (AKA the greek pantheon) and vows to destroy it for a larger purpose. And from its destruction, create a new empire (which might be a nicer word for pantheon) with himself as its leader.

If you look at mythologies in dota, you can see references of each in the lore:

• Greek myth: Zeus, Ares aka Mars, Medusa, Bane AKA Atropos, Broodmother, etc.
• Norse myth: Glephnir referencing Fenrir, Mjolnir – Thor, and soon to be a new hero "Valkyrie".
• Roman myth: Mars?

In fact, the only Roman mythology lore that I could find that exists in the dota universe is the name "Mars" itself, which is not really Roman since Mars was born as Ares and decided to change his own name to disassociate himself with his father and his old self.

Which brings me to the theory: The Roman mythology isn't mentioned anywhere in the dota universe because it doesn't exist in the dota universe yet, and so do the rest of the roman gods.

I believe Mars' is in the process of creating a new pantheon (He will not use the word "pantheon, but rather "empire" to disassociate himself with the Greek pantheon). This is the "larger purpose" quoted in Mars' lore. This pantheon is the roman pantheon (or it might be called something else, doesn't matter)

This pantheon will be created from ex-greek gods, ex-norse gods, deities, etc all from the Dota universe joined by Mars' as its leader.

Roman gods replacing Greek gods with alternative names and similar ideas is synonymous with real life mythology. But in the dota world, it might be literal – just as before with Mars: Mars is Ares, changed his name to signify his change of character.

As for the purpose of this pantheon, Mars' desire to remove Zeus from power will result in the falling of the Greek pantheon and might create a power vaccum which is where Mars' new pantheon comes into place.

Relevant Mars quotes:

• to Zeus: " It's been too long since you overthrew the titans, Zeus. Perhaps it's time for a new godly order. "
• to Storm Spirit: "If anyone asks, you're the lord of thunder in my book!" – This might imply Storm Spirit would be a candidate for Mars' new pantheon as the new lord of thunder.
• to Zeus: " This isn't your pantheon anymore, old man. "

Or maybe not. This is just my head canon :).