The Parthenon is in Athens, not Rome. The Pantheon, built by Marcus Agrippa is in fact built of granite, although I don't know whether it's Egyptian stone or not, though I have no reason to doubt it (there were major granite quarries in Egypt that supplied the city). People in antiquity were perfectly capable of transporting stone by boat, the same way they transported everything else. The marble trade, for example, was one of the more lucrative trades in the Mediterranean, especially in imported stone from Paros, Naxos, and Mount Pentelicus in Attica. Between 10, B.C. and 367, A.D. the Romans brought to the city some seven Egyptian obelisks, all of which still stand in the city. Transporting some granite presented no difficulty