There aren't that many historical soruces of the Greco-Roman antiquity. Authors like Herodotus, Livy, Polybios, Tacitus and so on have been with us for a long time. Modern historical research has been active the last two centuries. I know "each generation rewrites its history", but is there really that many ways one can reinterpret things like the Peloponnesian wars, that hasn't already been done by the historical scholarship? Sure there is archeology which can give us new insight and there have in recent decades been new sub-fields of history: social history, women's history, history of slavery, economic history and so on. This is fine, but if I'm interested in the primary, older form of historical subject, that of politics, war and diplomacy, what research can be done? I'm about to end my B.A. in history, and wish to go an with an M.A. which means doing original research. My main interests are those of great power politics, war and peace, the sort of classical theme of history. However given the few sources, the duration of scholarship I'm in doubt whether I could write about such in antiquity. Any historians of ancient history here who can advise?
That every generation writes its own history, or rather, that every generation has its own questions to ask from history might be a truism, but that doesn't make it any less true. It's a process, not a task with a defined end condition. But I'll leave the question of philosophy of history for others, since even if it were true that we could one day just stop asking new and different questions about the past, I think that's not in the spirit of what you were asking.
You might want to look into other disciplines of ancient history, like epigraphy. More than 1.000 new Latin inscriptions from the time of the Roman Empire are discovered every year, regularly, and while many of them are mundane, fragmentary or otherwise don't carry much information, there are often some among them that give us crucial new information. My favourite example, which I have written about here often before just because it is so fitting an example. In 1992, an altar was excavated in Augsburg (the so called 'Augsburg victory altar'), Bavaria, that was erected in commemoration of a victorious battle Roman forces had fought in the province of Raetia against 'Iuthungian' raiders on their return from Italy, carrying booty as well as thousands of enslaved Italian citizens, around the year 260. The battle lasted for two days, and involved both the regular provincial army as well as auxiliary troops and levies, so it was no small affair. But before the discovery of this Altar, no one in modern history knew about this battle. It was simply completely unknown. It also informs us that the province of Raetia was part of the Gallic Empire during that time, another fact that hadn't been known before and on which all our other written sources were silent.
That's just one example of many (and one of the things why I find that discipline so exciting). Even more could be found for social, economic, women's history or other fields. Papyrologists also constantly find new material that enlarges our knowledge about the ancient world.
Another big point is that new methodology, employing databases, GIS, linked open data, network analysis and whatever other buzzwords are hot right now, allows researchers to use the data that are available on a massive scale that hasn't been possible before. Just to give you a recent example, I just read J. W. Hanson, An Urban Geography of the Roman World, 100 BC to AD 300 (Oxford 2016), in which the author takes all available data on cities from all over the empire to model and visualize things like the spread of cities over time, their amount of monumentality, tries to map things like urban hierarchies or the ordering and clustering of the cities. Such things haven't been possible before, and that's just one example, adding to our information about politics both imperial and urban. Not only do the questions we want to ask change, the way we do history is constantly changing, so you don't need to worry that it will stop anytime soon.