I had a look at the map and it is the territory of Alpes Cottiae. The reason that such territory appears to not be under the control of the Roman Empire is because during the reign of Tiberius the territory was a client-kingdom. The territory had been prior ruled by King Donnus. The son of Donnus, Cottius, made an alliance with Augustus in 13/12 BC in which the territory was allowed to be ruled by Cottius as a client-kingdom of Rome. The Arch of Augustus in Susa commemorates such alliance and includes the communities under the control of Cottius. In return, Cottius was given Roman Citizenship (thus becoming Marcus Julius Cottius), and would have been praefectus of the 14 communities listed within the inscription upon the arch. The territory was not made a province of Rome until 63 AD, which was done by Nero following the death of the current ruler, Marcus Julius Cottius II, with no apparent heir.

Therefore, the reason it does not appear as a Roman territory is because it was a client-kingdom, and not a province of Rome at the time of Tiberius.

Ralph Haeussler's book provides further context on the arch itself which includes the information provided here (Becoming Roman? Diverging Identities and Experiences in Ancient Northwest Italy: 184-187).

Without a copy of the map, or without a map you'd point where this area is, I'm not sure this is an easily answerable post.

The only noticeable region surrounded by the empire in the Ist century CE and that would be, roughly, at its centre would be Noricum, in modern Bavaria and Austria. While Raetia and Vindelicia, both Celtic region north of Alps were submitted under Augustus by Tiberius and Drusus, the land of Nori peoples was under Roman influence since decades.
Having formed a confederation (probably with Taurisci) in the IInd century at latest, which was named after them as Noricum, they allied themselves with Rome trading metals, grain and their famous "Noric steel". And as it happened with allies of Rome in Gaul, Nori were importantly influenced by Roman material and institutional cuture : in the first century, the palatial Nori town of Magdalensberg was twinned by a Roman trade colony which became the basis for the Roman town of Virunum, including a forum.

This alliance and clientelization of Nori made their provincialisation a long and relatively smooth process : while technically provincialized alongside Upper Danubian and Middle Danubian regions in the -20's/-10's, it wasn't really complete before Claudius.

Could you perhaps provide a screenshot of the map? Off the top of my head I can't think of what area it might be, but if I could see the map I might be able to work it out!

It appears that the area of territory is that of Alpes Cottiae. Such area was not an official province until 63 AD when Nero made it an official province following the death of the ruler, Marcus Julius Cottius II. Prior to that, the area was ruled as a client-kingdom under the Ligurian royalty following an alliance made between Augustus and Marcus Julius Cottius (13/12 BC). The Arch of Augustus in Susa commemorates such alliance. Cottius was given Roman citizenship, and would have been praefectus of the 14 communities mentioned within the inscription upon the Arch.

So, the reason it appears as not under control by Rome on said map is because it was a client-kingdom, and not a province of Rome at the time of Tiberius.