Cool question! As you noted, they're technically secondary sources. They take evidence and records written down by previous scholars, compiling them into an account of their own. When it comes to the ancient world (Ancient Greece and Rome), the vast, vast majority of all actual surviving primary sources are gravestones and other forms of epigraphy. We have a few other documents from Egypt and swamps (you may have heard of Vindolanda!), but other than that, all we have is the epigraphy. Hell, even Livy et al. are copied down a few times over, and some monks occasionally made....creative additions to some texts. But with all that being said, simply because of the lack of textual sources regarding the ancient world, works hailing from antiquity (such as Livy, Josephus, Tacitus, etc), although technically being secondary sources, are regarded as primary sources for the purpose of research.