https://historyper.files.wordpress.com/2014/10/amphi-rome.png
And Africa seems to have a whole lot. Almost too much for the population supposedly living there, no? Egypt does not have a single one. Isn't the East after Italy the most prosperous part of the Empire?
Bonus question: I read somewhere that Egypt was treated as the personal property of the Emperor and that no one without special permission was allowed to enter it. Is that true and how was Egypt like under Rome anyway, except for being the most important grain-producing region inside the Empire? Did it have local nobles overseeing operations or were they Romans? Was is directly governed from Rome or did it have some autonomy? Was there a middle class?
They appear to have taken the map from https://commons.wikimedia.org/wiki/File:Amphi-Rome.PNG
This map is uses the original literal definition of amphitheater which is a theater from both sides. This would include circular or oval buildings like the Colosseum in Rome and excludes Roman theaters that have a stage and semicircular seating. Just off the top of my head I can spot that it's missing the theaters at Jerash, Amman, and Palmyra.
The definition in English has broadened considerably with the passage of time so that a curved theater like the Hollywood Bowl is called an amphitheater but a semicircular theater like in Amman is not an amphitheater.
If you map the Roman Theaters you can see that the east got plenty of theaters, just not as many amphitheaters.
The thing with ampitheatres were they were purposely built for gladiatorial games. In the east, they simply used existed theatres to hold games.