Doing so requires either knowing where to catch the right wind, which is how Columbus did it, or having galleys of rowers, who would need to be fed, which would require a large hold for provisions. Not doable, especially since nobody knew the land existed where it did in order to plan for it. Ptolemy believed the world was a perfect sphere, so anything on the other side of the globe, by his calculations, would be much closer than it actually was, which is why Columbus thought he was in India when he was only in a Caribbean island chain.
The ships were also not capable of physically crossing the Atlantic. Roman ships mostly hugged the coasts
Well yes and now - the ancient Polynesians colonized all of the Pacific over vaster distances. The key thing is motivation: What motivated the European age of exploration? Note that it started in the Iberian peninsula and was boosted after 1453:
Why would the Romans want to improve sea trade when they controlled the land trade? As it is Rome was losing gold to India for purchasing spices and cotton. There was no point
And even more so, an open sea blue water sailing. No point
Even more so for pre-Assyrian Egypt - they had need of next to nothing: maybe some lapis lazuli from Afghanistan, but beyond that? meh.