I've never heard of a place called Rome, so I wouldn't know. It's a big circular arena with seating around it so people can watch. There's some kind of force field around it, but it's the only place you can go and fight and not worry about Death and it's consequences. Anywhere else in the cities--if you die, there's some kind of consequence when you come back. And yes, you come back.

Attleton's Colosseum is the only place that doesn't apply. The consequences---you still come back.