because the roman (latin) alphabet does not contain these letters. They were added later to the alphabet to spell words in "barbarian" languages.
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There was not a Roman alphabet. There was the Latin alphabet, which was the alphabet of the ancient Romans (they were Latins) and the other Latins. Modern western European languages have adapted and adopted the Latin alphabet. In English the only letters which do not come from the Latin alphabet are J, U and W.
More languages use or adapt the Arabic alphabet, including English, French and Esperanto, than any other alphabet.
The Greeks invented the alphabet Alpha-Beta is the first two letters of the greek alphabet. Which makes up the name Alpha-Bet/Alpha-Beta
greeks
Most western alphabets are based on the Greek alphabet.