Just north of Frankfurt is a reconstructed Roman border fort, Saalburg along with a section of the Limes, or fence of the Roman border. It sits on the east side of the Rhine. Everything to the west was a part of the Roman Empire. Mainz, also close to Frankfurt was a major Roman city and headquarters of a Roman legion.
It would come as a big surprise to residents of this region that anyone thought that the Roman Empire never came this far north.
A Rhine/Danube border has often been stated. That does seem foolish.
I am more surprised that the buildings were destroyed by Allied bombing in WWII.