Egypt including the pyramids was a province of the Roman Empire for centuries. Our modern understanding is that during Octavian’s reign, the major pyramids were around 2600 years old. Did the Romans know this, or did they have their own incorrect theory for how old they were?
I answered a similar question a while back, which you can read here:
The short answer is that the Romans (to judge from the extent literary sources) seriously underestimated the pyramids' age.