To answer your question, Eleutheria - it wasn't due to an ignorance of navigation.
It was pure need based -- Rome until the Punic wars didn't even have a navy and their power was land based.
After their reached their zenith their essential communication pathway was the Mediterranean sea which is pretty tame compared to the Atlantic ocean.
Roman ships, particularly the warships like the trireme or quinquereme, were built for speed, agility, and relatively short distances
rows of oars and a single main sail. Great for a quick skirmish or zipping along coastlines but not for blue water voyages. They also acked the navigational tools that later adventurers like Columbus had at their disposal. No compasses or astrolabes. And here is what Roman maps were like
Why do you need blue water ships when you can hug coastlines all over?
But to ME the most important is "there was nothing worth exploring"
To me that's the same answer I give to indians or Chinese who ask why their countries never conquered other lands - because it was simply not worth it, everything was at hand