All Roman Emperors were treated equally, and each respected the others' rights to rule as master of their own world. However, the basic fact that Roma I was far more advanced and dangerous than any of the other worlds meant that its emperor - initially Emmanuel Victorius, later Eugenius - was always given most influence. Nazi worlds liberated during the war were incorporated into the Empire under the dominion of this "Prime Emperor".
Many of the Known Worlds were not a part of the Empire. Fifty Romes chose to isolate themselves, either because they were extremely enlightened and wished to remain intellectually pure, or because they were superstitious or xenophobic. Another 100 Romes were left behind because they were seen as not having anything to contribute to the Empire, usually because they were ruled by tyrants (like Roma DCX), depopulated by a natural disaster (like Roma CLII), or too backwards to bother with (like Roma XIII).
By the end of the war, over a billion people had died, and the Empire included two thousand versions of Earth. However, the risk of the Empire falling under enemy influence prompted the Great Houses to try to erase all timelines involved; with the help of Abschrift, Marcus Americanius Scriptor was able to seal away the Roman universes. He was left in charge of policing the German worlds to stop travellers between them. (PROSE: Warlords of Utopia)