I recognise that the time range is great, and while certain empires can be explained (Persia having access already), others did not (notably Rome and the earlier Egyptian Kingdom).
Were the nations there vasalised?
Oman (and Bahrain) were vassalized, if not 100% continuously, by the major Persian powers of antiquity. Other empires attempted it, but crossing the Arabian desert is no mean feat, while the Acmanaheids, Arsacids, and Sasanids could either just cross the sea or march a relatively short distance. But for anyone else, the conditions were likely prohibitive. Even today, most of the interior is barren and not a picnic to travel through.
That's not to say they didn't try, though. Alexander's plans at the time he died were to invade the Arabian peninsula, and more than one Roman army tried.