First they would have to carry the head to the coast which is no easy task without a Toyota. You make it sound like crossing the Mediterranean is easy but storms are frequent and problematic. The ancient Israelites were not known for their seafaring prowess. In fact, they once got lost in the desert for 40 fucking years, so their ability to navigate by the stars is doubtful. Once they arrived in Italy, then, they would have had to cart that monstrosity hundreds of miles to Rome. And remember, this was before all road led there so, even more difficult. Finally, one should ask themselves why they would bother.

Israel, Italy. I've never been to either, so they're basically the same place /s

The Mediterranean is very stormy. It's a lot more difficult than you would think.

There is a reason half of The Odyssey is Odysseus getting shipwrecked or blown off course by one storm or another.