My understanding is that while wool knitting may have been a later invention (and that's disputed) and gloves a need for colder climates than the majority of the Roman Empire (assuming just function over fashion, and the Romans didn't seem immune to fashion), the Romans still had some forms of knitting (and/or "nalbinding" if you want to get extremely technical, but knitting seems a useful enough catch all word), it was just mostly knitting of things that weren't wool. One of the related theories I've seen is that the dodecahedrons may have been for knitting gold and surviving gold necklaces with intricate knit patterns do exist. (That theory maybe also helps explain why the dodecahedrons were often found among "jewelry boxes" and gold stashes.)

Also, even if the Roman Empire had wool knitting a lot of it wouldn't have survived archaeological records (textiles rarely do, which is a shame in general, and also arguably why there is so much bias against certain types of textiles in "historical records") and it seems hard to entirely dismiss the Roman Empire from having wool knitting given the extent of the Empire and how deep the history of wool knitting in the British Isles goes, at the very least, to which the Roman Empire had contact and trading.