Also, even if you disregard the "pop risk books" qualification, her argument comes down to "what did you publish on Roman Britain", instead of engaging with Taleb's argument.
Taleb is disregarding the entire field of history because it is 'Anecdotal' as opposed to 'Statistical'. Since there are no 'statistics' from the period he is acting like he knows as much as one of top living scholars on Roman history. The written and archaeological record shows that auxiliaries were often stationed far from their home territories, but I guess that was all part of a 2000 year plot to make Britons accept immigrants.
No, all he's saying is that you cannot ignore genetics, and that genetics is more reliable than fragmentary historical records. And that those Roman auxiliaries would have been Mediterranean, not sub-Saharen Africans.